Monday, 6 August 2012

Introduction to Calendar Spreads

An introduction into the basics of Calendar Spreads, and with some real time example with the Eurodollar Future.

2 comments:

  1. I'm just getting started in trading and am looking to implement a rule based strategy trading futures outright. Commissions obviously have a huge impact on final P/L, but this must be even more the case when trading spreads? Can you please comment on commission and margin and how they relate to spread trading? May I ask you how much commission you pay and if you can recommand a broker? Many thanks, Manuel

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  2. Hi Manual,
    Commissions are a huge part, and in spreads they add up, but margins are much lower cause you are hedged. I think paying between 80-90p per round turn in Fixed income products is good, I pay 84p, although you can get it alot cheaper depending on how much volume you do.
    In terms of broker I trade through a prop house, but Global Futures is a good one with good rep too.

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