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Home        Knowledge Base        Equity Derivatives and Structured Products Glossary        Cash-and-carry arbitrage

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Cash-and-carry arbitrage

Search definitions        Search   Cash-and-carry arbitrage A strategy used in Bond or stock index futures, in which a trader sells a Futures Contract and buys the Underlying to deliver into it, to generate a riskless profit. For the strategy to work, the Futures Contract must be theoretically expensive relative to Cash. Cash-and-carry Arbitrage and Reverse cash-and-carry arbitrage typically keep the futures and Underlying markets closely aligned. See also Basis trading, Reverse cash-and-carry arbitrage Posted by  Privatebanking.com     Back     Print     Email

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