Intercommodity Spread

Intercommodity Spread
Going long on one futures market in a given delivery month and simultaneously going short on the same commodity and delivery month but a different futures market but with similar underlying asset.

Examples of intercommodity spreads include the crack spread (crude oil vs. unleaded gasoline) and the crush spread (soybean oil vs. soybean meal).


Investment dictionary. . 2012.

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Look at other dictionaries:

  • intercommodity spread — The purchase of a given delivery month of one futures market and the simultaneous sale of the same delivery month of a different, but related, futures market. Chicago Board of Trade glossary In the commodities ( commodity) market, a spread… …   Financial and business terms

  • intermarket spread — The sale of a given delivery month of a futures contract on one exchange and the simultaneous purchase of the same delivery month and futures contract on another exchange. Chicago Board of Trade glossary A transaction involving the purchase of a… …   Financial and business terms

  • Межтоварный спрэд — покупка фьючерсного контракта на определенный месяц поставки с одновременной продажей фьючерсного контракта на сходный товар на тот же месяц поставки. По английски: Intercommodity spread См. также: Фьючерсные спрэды Финансовый словарь Финам …   Финансовый словарь

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