Intercommodity Spread

外汇网2021-06-19 13:47:15 107

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 spads include the crack spad (crude oil vs. unleaded gasoline) and the crush spad (soybean oil vs. soybean meal).