Intermarket Spread

Intermarket Spread

The purchase of a futures contract and the simultaneous sale of the same contract on a different exchange. An investor enters an intermarket spread when the price for the contract is higher on the second exchange than on the first. One must watch prices on both exchanges in order to enter the spread responsibly; computer programs can assist in this. See also: Arbitrage.
References in periodicals archive ?
Simons Research will concentrate on intermarket spreads, a class of trades offering numerous hybrid fundamental-technical trading opportunities.
This will be a function of both intermarket spreads as well as basis levels and protein discounts for DNS.