◆CASH & CARRY — spot vs near future, net-of-cost (hold to convergence)
| Stock | Leg | Spot | Future | Basis% | Net %pa | Impl.Div% | Verdict |
|---|---|---|---|---|---|---|---|
| no live rows (market closed / warming) | |||||||
NET ANNUALIZED % — top by carry (green = beats 9% hurdle)
STOCKS
0
TAKE
0
CONTANGO
0
DIV-FILTERED
0
✓ DIVIDEND FILTER ON Reverse signals where implied dividend [spot·(1+r·t)−fut] explains the backwardation are marked DIVIDEND and rejected — the short-spot leg pays that dividend, so it's not arb (no feed needed; backed out of the basis). Remaining TAKEs are genuine cash&carry(contango). Caveat: near-expiry annualizes tiny bases — weight by days & check spot isn't stale.