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Tue05222012

Last update09:26:50 PM GMT

Back Thuật Ngữ C Calendar Spread

Calendar Spread

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An options or futures spread 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 spread.

An example of a calendar spread 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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