Files
ollama-model-training-5060ti/training_data/curated/text/f95f6f5d51caaec11c4ea19c6710715acce90fb4807910ad82e296879ceddbe9.txt

37 lines
2.6 KiB
Plaintext

580 Part V: Index Options and Futures
on two indices can trade at significantly different price levels from the spread
between the two indices themselves. When this happens, an inter-index spread
becomes feasible.
The margin requirements for these spreads are often reduced because margin
rules recognize that futures on one index can be hedged by futures on another index.
The general rule of thumb as far as selecting a futures spread to establish
between two indices is to compare the price difference in the respective futures to
the actual price difference in the indices themselves. If the difference in the futures
is substantially different from the difference in the cash prices of the indices, then
one would sell the more expensive future and buy the cheaper one. Several specific
spreads are discussed in this chapter.
Regardless of whether one is entering into the spread because he is trying to
predict the relationships between the cash indices, or because he knows the two
respective futures are out of line, he must decide in what ratio he wants to establish
the spread. There are two lines of thinking on this subject. The first is to merely buy
one future and sell one future (on two different indices, of course). Many chart books
and spread history charts are graphed in this manner - they compare one index to
another index on a one-for-one basis.
Example: A spreader wants to buy the ZYX Index futures and sell ABX futures
against them. They are both trading in units of $500 per point, but ZYX is currently
at 175.00 while ABX is at 130.00. Thus, the current differential is 45.00 points. This
spreader would want the spread to widen to something larger in order to make
money. The following profit table shows how he could make a $2,500 profit if the
spread widens to 50.00 points, no matter which way the market goes.
Market ZYX ZYX ABX ABX Total
Direction Price Profit Price Profit Profit
up 185.00 +$5,000 135.00 -$2,500 +$2,500
neutral 177.00 + 1,000 127.00 + 1,500 + 2,500
down 160.00 - 7,500 110.00 + 10,000 + 2,500
Notice that in each case, the difference in the prices of the indices ZYX and ABX is
50.00 points. The profit is the same regardless of whether the general stock market
rose, was relatively unchanged, or fell.
The $2,500 profit is the five points of profit that the spreader makes by buying
the spread of 45.00 and selling it at 50.00 (5.00 points x $500 per point = $2,500).
The second approach to index spreading is to use a ratio of the two indices. This
approach is often taken when the two indices trade at substantially different prices.