Calendar Spread

外汇网2021-06-19 13:47:59 87

An options or futures spad established by simultaneously entering a long and short position on the same underlying asset but with different delivery months. Sometimes referred to as an interdelivery, intramarket, time or horizontal spad.

An example of a calendar spad would be going long on a crude oil futures contract with delivery next month and going short on a crude oil futures contract whose delivery is in six months.

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