Comment on Calendar Spreads

Balu Ashok Kumar commented on 23 Jun 2018, 12:55 PM

Based on the mispricing, you either buy the current month contract and sell the mid-month contract or sell the current month contract and buy the mid-month contract. Here is an example of a Calendar Spread –

Buy TCS Futures expiring 28th June 2018 @ 1846
Sell TCS Futures expiring 28th June 2018 @ 1851 ( Pls correct this)

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