Spread Ratio 1:1

Wednesday, 11 May 2011 09:35 Brendan Hobbs
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What is the ratio of contracts listed in your Spread Trades?

Unless explicitly stated otherwise, MRCI research always features spreads in a ratio of 1:1.

In such cases where the pricing and size of contracts differ, there is always the question of whether and how to balance it.
For the sake of simplicity, and because the industry refers to and quotes such spreads in terms of nominal price difference, MRCI has chosen 1:1.

Last Updated on Thursday, 03 January 2013 12:07