On April 30, 2009 I put on a YM Futures Premium Trade by Shorting the June contract and going Long the September Contract.
April 30, 2009- YM Futures Contract- Short June, Long September.
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June 1, 2009- YM Futures Contract- Short June, Long September.
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As you can see the spread has not tightened at all for the last month. The Trade has been -$30 since I put it on because of the initial cost of the bid/ask spread. The
June Contract expires June 19.2009. The next two weeks should tell whether there is any merit to this trade at all.
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