What Is a Futures Spread?
The so-called spread futures refers to the arbitrage of futures
Spread futures
Right!
- The so-called spread futures refers to the arbitrage of futures
- There are several types of arbitrage
- 1. Futures arbitrage: using the spread between futures and spot to arbitrage, in short, is that the difference between futures and spot is not at the normal level in the past, it will generate arbitrage
- 2. Intertemporal arbitrage: the difference between the contract of different months in the same variety is not at the normal level. The spread is the space for arbitrage.
- 3. Cross-market arbitrage: Arbitrage arbitrage of the same variety in different exchanges is generally used to make profits using various abnormal spreads
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