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How to Calculate Spread Trading Contract Legs: Case 3 Contracts Denominated in Different Currencies

Articles, Data, Spread Model FAQs, Spread Trading Model

< Back to Case 2 How to Equalize Spread Legs When the Securities are Denominated in Different Currencies This is the base case where both securities are denominated in different currencies and a currency transformation is required in addition to a Contract...

How to Calculate Spread Trading Contract Legs: Case 2 Contracts with Different Quote Units

Articles, Data, Spread Model FAQs, Spread Trading Model

< Back to Case 1 How to Equalize Spread Legs When the Securities Have Different Quote Units This is the base case where both securities are in the same currency and no currency transformation is required, but the two Quote Units are different.  You cannot equalize...

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