intermarket spread

intermarket spread
The sale of a given delivery month of a futures contract on one exchange and the simultaneous purchase of the same delivery month and futures contract on another exchange. Chicago Board of Trade glossary
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A transaction involving the purchase of a future on one asset and the sale of a future in another, usually related asset. For example, purchasing a Brent crude oil future and selling a gas oil future. Such spreads are entered into in order to profit from a change in the price differential between the two products. Dresdner Kleinwort Wasserstein financial glossary
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See intercommodity spread Exchange Handbook Glossary

Financial and business terms. 2012.

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