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SPREAD CALCULATION FOR INDEX FUTURES

Discuss SPREAD CALCULATION FOR INDEX FUTURES within the Financial Management ( FM ) forums, part of the Resolve Your Query - Get Help and discuss Projects category; A spread is a position at one maturity, which is hedged, by an offsetting position at a different maturity. Only ...

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SPREAD CALCULATION FOR INDEX FUTURES
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Sunanda K. Chavan
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SPREAD CALCULATION FOR INDEX FUTURES - October 1st, 2010

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.
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Re: SPREAD CALCULATION FOR INDEX FUTURES
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Rose Marry
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Re: SPREAD CALCULATION FOR INDEX FUTURES - April 14th, 2016

Quote:
Originally Posted by sunandaC View Post
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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File Type: pdf Spread Trading Eurex Equity Index Futures.pdf (290.2 KB, 0 views)
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