Cash-and-carry arbitrage

英文Cash-and-carry arbitrage

中文 (征集中)

英文释义

A strategy in which a trader generates a riskless profit by selling a futures contract and buying the underlying to deliver into it. The futures contract must be theoretically expensive relative to the underlying. If the futures are theoretically cheap compared to cash, the trader could sell the underlying and buy the futures – reverse cash-and-carry arbitrage

中文释义

(征集中)

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