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I am looking at ZWPH0 which is a future and the underlying index MSCI World. According to Bloomberg the prices are as follow:

  • 13 March 2020: MSCI World 451 / ZWPH0 5234
  • 16 March 2020: MSCI World 410 / ZWPH0 5160

MSCI world is losing 9% and the future only 1.5%.

Is there any reason for this? hedg

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  • $\begingroup$ which MSCI world index (bbgcode) are you looking at? $\endgroup$ – CABLE Mar 18 at 6:26
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Most equity index futures have daily settlement to the closing value of the index, so any difference intra-day will be due to supply and demand factors, or perhaps trading suspensions. However, its also possible that one of the prices you see is delayed. You should avoid comparing assets during large moves or large volatility as this tends to magnify the effect of pricing delays etc.

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