futures spread

фьючерсный спред
Одновременная покупка и продажа контрактов на один и тот же или на разные товары. В случаях, когда речь идет об одном товаре, контракты должны иметь различные месяцы поставки. Цель фьючерсного спреда состоит в получении прибыли за счет разницы в ценах двух фьючерсных контрактов, которые имеют некоторую прямую экономическую взаимосвязь. Торговец покупает один контракт и продает другой, но с более близким сроком поставки, т. е. продает, не имея товара на руках, в надежде, что цена товара по одному контракту будет расти быстрее цены по другому контракту.

Англо-русский словарь по инвестициям. 2014.

Смотреть что такое "futures spread" в других словарях:

  • Futures Spread — An arbitrage technique in which a trader buys one commodity and sells another contract of the same commodity to capitalize on a discrepancy in prices. In a futures spread, the goal is to profit from the change in the price difference between two… …   Investment dictionary

  • 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

  • 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

  • Spread — (1) The gap between bid and ask prices of a stock or other security. (2) The simultaneous purchase and sale of separate futures or options contracts for the same commodity for delivery in different months. Also known as a straddle. (3) Difference …   Financial and business terms

  • Spread betting — is any of various types of wagering on the outcome of an event, where the pay off is based on the accuracy of the wager, rather than a simple win or lose outcome, which is known as money line betting. A spread is a range of outcomes, and the bet… …   Wikipedia

  • spread bet — A type of contract for difference, that is, a contract with an entity (broker) to exchange the difference between the opening value and the closing value of an instrument, whether that instrument be an individual equity, a bond, a future (See… …   Law dictionary

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

  • futures — Commercial contracts calling for the purchase or sale of specified quantities of a good at specified future dates. The good in question may be grain, livestock, precious metals, or financial instruments such as treasury bills. Up until the time… …   Universalium

  • 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… …   Financial and business terms

  • spread trade — A special type of pit or CME Globex platform trade that allows traders to trade the differential between either:1. The price of a futures or options commodity in different contract months; OR2. The price of two futures or options commodities in… …   Financial and business terms

  • spread margin — An adjustment made to the calculation of initial margin which takes account of offsetting risks in futures contracts. Within the SPAN system two types of spread margins are calculated. Dresdner Kleinwort Wasserstein financial glossary 1. An… …   Financial and business terms


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