How to trade calendar spread futures

Posted: www.rusarticles.com Date: 27.06.2017

Presented by Pete Mulmat, Director of Education at CME Group, and Dan Gramza, President of Gramza Capital Management, Inc. Learn about the optimum time to roll your equity index futures position and how to understand the cost of carry. Calendar spreads involve simultaneously buying and selling two contracts for the same commodity or option with different delivery months.

These spreads can either be the mechanical process of maintaining a long or short position through a roll period when the front month or spot contract goes off the board, or putting on a position to benefit from a change in the differential.

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how to trade calendar spread futures

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