(ii)
In futures markets, an investor goes
long (buys a futures contract) in one delivery
month and goes short (sells a futures contract) in a different delivery
month, with the intention of balancing out his/her risk. Because of this the
initial margin may be less. This is
also known as an ‘inter-delivery spread’ or straddle.
(iii)
In options, spreads involve the simultaneous
holding of puts and calls.
A ‘spread order’ is the buying and selling of options of the same type (either
puts or calls) with different maturities
and/or different striking prices. See
also Bear Spread, Bull
Spread.
Spread
(i)
The difference between a market-maker’s
bid and offer
price.