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Reverse cash-and-carry arbitrage
       
 
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Reverse cash-and-carry arbitrage

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Reverse cash-and-carry arbitrage
A technique, used mainly in Bond futures and stock index futures, that involves buying a Futures Contract and selling the Underlying. It is used when a Futures Contract is theoretically cheap, such as when the implied Repo rate is less than the market Repo rate.

See also Cash-and-carry arbitrage
Posted by  Privatebanking.com
 
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