Meaning INTRACOMMODITY SPREAD: Used in the context of futures trading to refer to a trader holding, buying, and selling contracts in the same commodity on the same exchange, but for different months
More terms such as Intracommodity spread in Dictionary I.
- Definition Implied Repo Rate:
- Examples The rate that a seller of a futures contract can earn by buying an issue and then delivering it at the settlement date. Related: Cheapest to deliver issue intracommodity spread definition.
- Definition Interest-Only Strip (IO):
- Examples solely on the interest payments from a pool of mortgages, Treasury bonds, or other bonds. Once the principal on the mortgages or bonds has been repaid, interest payments stop, and the value of the IO intracommodity spread explain.
- Definition Implied Volatility:
- Examples The expected volatility in a stock's return derived from its option price, maturity date, exercise price, and riskless rate of return, using an option pricing model such as Black-Scholes intracommodity spread what is.
- Definition Instruments:
- Examples Financial securities, such as money market instruments or capital market instruments intracommodity spread meaning.
- Definition Interest-Only Loan:
- Examples A loan in which payment of principal is deferred and interest payments are the only current obligation intracommodity spread abbreviation.
