while you can capture the dividend “effect” through the adjustment in the futures price, you will not directly receive the dividend payment (since futures short).
post checking the two links below, check out nitin’s solution in the third link.
while you can capture the dividend “effect” through the adjustment in the futures price, you will not directly receive the dividend payment (since futures short).
post checking the two links below, check out nitin’s solution in the third link.