| 释义 |
Futures Spread Futures SpreadIn arbitrage, the purchase of a future contract and the simultaneous sale of another contract on the same commodity when the price differs. For example, an arbitrageur may take advantage of a situation in which the purchase price and the sale price of a futures contract are different. In practice, a futures spread is relatively rare, as futures contracts are a liquid market, which holds down any price discrepancy. |