I've also heard the LIBOR+1 metric somewhere else too so I decided to plug that in instead. When I do so, it actually makes the full carry cost...
I wanted to get some feedback on the cost of carry for corn spreads. Using the "standard" formula with 16.5c/bushel/day and 1 + 3.25% prime I...
Been following the ZCZ13-ZCZ12 spread and noticed on Barchart.com that the heaviest volume spread currently is ZCU12-ZCZ12. I put them together as...
Do you mean built-in exchange spreads like buy one contract of crude oil crack or exchange recognized spreads that you have to build yourself?
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