Futures spread as the main method of speculation

Authors

  • S.T. Sadykova Al-Farabi Kazakh National University

Keywords:

futures market, intramarkets preads, intracommodity spreads, variation Margin, the effect of shoulder, arbitration, stop-­loss.

Abstract

This article discusses the classical method of speculation in futures contracts. The notion of spread, the effect of the shoulder, arbitration, the principles for calculating the variation margin. Long considered the position and Short on futures contracts in the case of raising and lowering the price of the underlying asset. Presented an ex­ample on earning and price divergence actually identical instruments. The notions of contango and backwardation.

References

Перчанок К.Г. Фьючерсные спреды: классификация, анализ, торговля. – М., 2013. – 99 с.
2 Джон К. Халл, Опционы, фьючерсы и другие финансовые инструменты. – М.: Вильямс, 2007. – 87 с.
3 RiskManage.ru: Хеджирование и методы управления рисками, риск-менеджмент, статьи по анализу рисков. http://
www.riskmanage.ru/

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