Basis Analysis
Basis analysis lets you compare a symbol with its futures. This is an example of what you would see (if you were a paying member):
The dates can be written in several formats: 2006-06-20, June 20 2006, 20 June 2006, 6/20/2006.
Note: The most recent futures data is for 2006-07-12.
| date | symbol | close | current future | next future | volume | cumulative |
|---|---|---|---|---|---|---|
| 2006-06-12 | FABL | 61.90 | — | — | 2,982,500 | 2,982,500 |
| FABL-JUN | 62.00 | 0.10 (0.16%) | — | 327,500 | 327,500 | |
| 2006-06-13 | FABL | 58.85 | — | — | 423,000 | 3,405,500 |
| FABL-JUN | 58.90 | 0.05 (0.08%) | — | 421,000 | 748,500 | |
| 2006-06-14 | FABL | 57.00 | — | — | 1,551,000 | 4,956,500 |
| FABL-JUN | 56.40 | -0.60 (-1.05%) | — | 1,132,000 | 1,880,500 | |
| 2006-06-15 | FABL | 59.85 | — | — | 532,000 | 5,488,500 |
| FABL-JUN | 59.20 | -0.65 (-1.09%) | — | 181,500 | 2,062,000 | |
| 2006-06-16 | FABL | 62.80 | — | — | 717,500 | 6,206,000 |
| FABL-JUN | 62.15 | -0.65 (-1.04%) | — | 237,500 | 2,299,500 | |
| 2006-06-19 | FABL | 65.00 | — | — | 2,202,500 | 8,408,500 |
| FABL-JUN | 65.25 | 0.25 (0.38%) | — | 487,500 | 2,787,000 | |
| 2006-06-20 | FABL | 64.85 | — | — | 1,598,500 | 10,007,000 |
| FABL-JUN | 65.40 | 0.55 (0.85%) | — | 697,000 | 3,484,000 | |
| 2006-06-21 | FABL | 65.35 | — | — | 1,619,500 | 11,626,500 |
| FABL-JUN | 65.75 | 0.40 (0.61%) | — | 704,500 | 4,188,500 | |
| 2006-06-22 | FABL | 64.60 | — | — | 1,322,000 | 12,948,500 |
| FABL-JUN | 64.90 | 0.30 (0.46%) | — | 346,000 | 4,534,500 | |
| 2006-06-23 | FABL | 61.40 | — | — | 1,339,500 | 14,288,000 |
| FABL-JUN | 61.70 | 0.30 (0.49%) | — | 324,000 | 4,858,500 | |
| 2006-06-26 | FABL | 58.35 | — | — | 422,500 | 14,710,500 |
| FABL-JUN | 58.62 | 0.27 (0.46%) | — | 167,000 | 5,025,500 | |
| FABL-JUL | 59.90 | 1.55 (2.66%) | 1.28 (2.18%) | 62,500 | 62,500 | |
| 2006-06-27 | FABL | 55.45 | — | — | 579,500 | 15,290,000 |
| FABL-JUN | 55.69 | 0.24 (0.43%) | — | 115,500 | 5,141,000 | |
| FABL-JUL | 56.91 | 1.46 (2.63%) | 1.22 (2.19%) | 168,000 | 230,500 | |
| 2006-06-28 | FABL | 58.20 | — | — | 1,159,000 | 16,449,000 |
| FABL-JUN | 58.47 | 0.27 (0.46%) | — | 515,500 | 5,656,500 | |
| FABL-JUL | 59.75 | 1.55 (2.66%) | 1.28 (2.19%) | 942,500 | 1,173,000 | |
| 2006-06-29 | FABL | 61.10 | — | — | 949,000 | 17,398,000 |
| FABL-JUN | 61.39 | 0.29 (0.47%) | — | 703,000 | 6,359,500 | |
| FABL-JUL | 62.73 | 1.63 (2.67%) | 1.34 (2.18%) | 1,453,500 | 2,626,500 | |
| 2006-06-30 | FABL | 61.50 | — | — | 1,125,000 | 18,523,000 |
| FABL-JUN | 62.00 | 0.50 (0.81%) | — | 856,000 | 7,215,500 | |
| FABL-JUL | 62.10 | 0.60 (0.98%) | 0.10 (0.16%) | 1,317,000 | 3,943,500 | |
| 2006-07-03 | FABL | 60.00 | — | — | 494,200 | 19,017,200 |
| FABL-JUL | 60.05 | 0.05 (0.08%) | — | 212,000 | 4,155,500 | |
| 2006-07-04 | FABL | 63.00 | — | — | 1,162,800 | 20,180,000 |
| FABL-JUL | 63.05 | 0.05 (0.08%) | — | 260,000 | 4,415,500 | |
| 2006-07-05 | FABL | 66.15 | — | — | 2,272,000 | 22,452,000 |
| FABL-JUL | 66.20 | 0.05 (0.08%) | — | 628,500 | 5,044,000 | |
| 2006-07-06 | FABL | 65.00 | — | — | 1,631,800 | 24,083,800 |
| FABL-JUL | 65.45 | 0.45 (0.69%) | — | 500,000 | 5,544,000 | |
| 2006-07-07 | FABL | 65.00 | — | — | 1,310,900 | 25,394,700 |
| FABL-JUL | 65.50 | 0.50 (0.77%) | — | 417,000 | 5,961,000 | |
| 2006-07-10 | FABL | 62.35 | — | — | 1,821,200 | 27,215,900 |
| FABL-JUL | 62.75 | 0.40 (0.64%) | — | 600,500 | 6,561,500 | |
| 2006-07-11 | FABL | 63.55 | — | — | 725,800 | 27,941,700 |
| FABL-JUL | 64.20 | 0.65 (1.02%) | — | 261,500 | 6,823,000 | |
| 2006-07-12 | FABL | 63.90 | — | — | 1,159,200 | 29,100,900 |
| FABL-JUL | 64.10 | 0.20 (0.31%) | — | 581,000 | 7,404,000 |
Total volumes: FABL 29,100,900 FABL-JUN 7,215,500 FABL-JUL 7,404,000
Key:
| close | the market price of the symbol at day's end |
|---|---|
| current future | the difference between the future's close price and the regular market price |
| next future | if there are two overlapping futures symbols trading, this is the difference between the second future's closing price and the first future's |
| volume | trade volume for the symbol on that day |
| cumulative | cumulative volume for that symbol |