SPREAD CALCULATION FOR INDEX FUTURES

sunandaC

New member
A spread is a position at one maturity, which is hedged, by an

offsetting position at a different maturity.

Only opposite positions can offset each other.


E.g. A short position can be offset only by a corresponding

long position in the series & not by another short position.
 

rosemarry2

MP Guru
A spread is a position at one maturity, which is hedged, by an

offsetting position at a different maturity.

Only opposite positions can offset each other.


E.g. A short position can be offset only by a corresponding

long position in the series & not by another short position.

Hey sunanda,

Here I am up-loading Spread Trading Eurex Equity Index Futures, please check attachment below.
 

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