Yeah, but what will you do if there is almost no depth on the market??? Actually the last three months were very much levelled with around 20% +/- 3% on average.
If there is no depth there will be no way to arbitrage and no positive interest. Negative ones may happen when they cannot close their long positions well.
Exactly, Killerloop. Thats why I am still happy with 17% or so per month.