calendar spreads

calendar spreads
A futures calendar spread, or futures intra-delivery spread, is the simultaneous purchase and sale of the same futures contract, but different contract months - for example, buying a September S&P 500® futures contract and selling a December S&P 500 futures contract. An options calendar spread is the simultaneous purchase and sale of options of the same strike, but different expiration dates. Chicago Mercantile Exchange Glossary

Financial and business terms. 2012.

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