indexconverter.com
frequently asked questions
The price difference (known as the "basis" or "offset") between a cash index (e.g. SPX) and its active futures contract (e.g. ES) is primarily driven by the cost of carry. This accounts for short-term risk-free interest rates (interest accrued on the cash value) minus expected dividend payouts of the index constituents prior to the futures contract expiration.
Exchange-traded funds (ETFs) like SPY and QQQ track a fractional slice (roughly 1/10th) of the underlying index price. Our converter uses the standard affine model (Future = Spot × Multiplier + Offset) to translate the fractional ETF levels directly to the corresponding active futures contract levels (ES or NQ).
The conversion multipliers and basis offsets are fetched dynamically from the public gexbot API. These values are recalculated and updated every 15 minutes during Regular Trading Hours (RTH) to mirror changing market interest rates and dividend distributions.
Select any symbol (marked with a gold star) as your reference anchor. The table will construct a pricing ladder showing exact increments centered on the spot close. You can click on any row in the ladder to dynamically highlight that price level (marked with a blue bar) and see point and percentage differentials across all assets in the group.
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