intramarket spread

intramarket spread
A futures spread trade where one delivery month is sold and another bought in the same underlying product. Such a trade is entered into in order to take advantage from an expected change in the price differential between the two delivery months. This could occur, for example, because of short term supply problems with the near-dated future. Dresdner Kleinwort Wasserstein financial glossary
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See interdelivery spread Exchange Handbook Glossary

Financial and business terms. 2012.

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  • spread — The price difference between two related markets or commodities. Chicago Board of Trade glossary l) Positions held in two different futures contracts, taken to profit from the change in the difference between the two contracts prices; e.g., long… …   Financial and business terms

  • Intramarket Sector Spread — The yield spread between two fixed income securities with the same maturity within the same sector. For example, a yield discrepancy between transportation corporate bonds and utility corporate bonds with the same maturity would constitute an… …   Investment dictionary

  • Intramarket sector spread — The spread between two issues of the same maturity within a market sector. For instance, the difference in interest rates offered for five year industrial corporate bonds and five year utility corporate bonds. The New York Times Financial… …   Financial and business terms

  • intramarket sector spread — The spread between two issues of the same maturity within a market sector. For instance, the difference in interest rates offered for five year industrial corporate bonds and five year utility corporate bonds. Bloomberg Financial Dictionary …   Financial and business terms

  • Intermarket Sector Spread — The difference in yields between two fixed income securities with the same maturity, but originating from different investment sectors. Intermarket sector spreads in the bond market, for example, often occur between corporate bonds and government …   Investment dictionary

  • 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

  • interdelivery 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. Also referred to as an intramarket or calendar spread. Chicago Board of Trade glossary Used …   Financial and business terms

  • borrowing — A futures trade on the LME involving the buying of near dated contracts and the selling of long dated contracts. An example of a carry ( carrying). The equivalent of an intramarket spread trade sometimes known as buying the spread . Dresdner… …   Financial and business terms

  • lending — An example of a carry (See carrying) which takes place on the LME, this is the sale of near dated futures and purchases of longer dated futures. On other markets such an intramarket spread trade it is known as selling the spread . Dresdner… …   Financial and business terms

  • Спрэд Внутрибиржевой — англ. interdelivery, intramarket spread покупка фьючерсного контракта с определенной датой расчета с одновременной продажей фьючерсного контракта того же объема с другой датой расчета на одной и той же бирже. Словарь бизнес терминов. Академик.ру …   Словарь бизнес-терминов

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