futures calendar spread

futures calendar spread
Also called a futures intra-delivery spread. The simultaneous purchase and sale of the same futures contract, but different contract months. ( i.e., buying a September CME S&P 500® futures contract and selling a December CME S&P 500 futures contract). Chicago Mercantile Exchange Glossary

Financial and business terms. 2012.

Игры ⚽ Поможем решить контрольную работу

Look at other dictionaries:

  • calendar spread — The purchase of one delivery month of a given futures contract and simultaneous sale of another delivery month of the same commodity on the same exchange. The purchase of either a call or put option and the simultaneous sale of the same type of… …   Financial and business terms

  • Calendar Spread — An options or futures spread established by simultaneously entering a long and short position on the same underlying asset but with different delivery months. Sometimes referred to as an interdelivery, intramarket, time or horizontal spread. An… …   Investment dictionary

  • Reverse Calendar Spread — An options or futures spread established by purchasing a position in a nearby month and selling a position in a more distant month. The two positions must be purchased in the same underlying market and must have the same strike price. The goal of …   Investment dictionary

  • neutral calendar spread — See calendar spread. The CENTER ONLINE Futures Glossary …   Financial and business terms

  • option calendar spread — The simultaneous purchase and sale of options on futures contracts of the same strike price, but different expiration dates. Chicago Mercantile Exchange Glossary …   Financial and business terms

  • 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… …   Financial and business terms

  • Futures contract — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …   Wikipedia

  • Spread trade — In finance, a spread trade refers to the act of buying one security or futures contract and selling another related one, in an attempt to profit from the change in the price difference between the two.As expiry of a long contract and delivery of… …   Wikipedia

  • Options spread — Spread option redirects here. For the American football offensive scheme, see Spread offense. Options spreads are the basic building blocks of many options trading strategies. A spread position is entered by buying and selling equal number of… …   Wikipedia

  • Calendar of 1995 — ▪ 1996 January January 1       Cardoso assumes office       Having won some 54% of the ballots cast in the October 1994 election, Fernando Cardoso took the oath of office as president of Brazil. As chief executive of South America s largest… …   Universalium

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”