This Calculator is a must have for spread traders!
When spread trading two different futures contracts, it is important to equalize the value of each side of the spread ? the short position in Contract #1 should be offset as closely as possible by a long position in Contract #2. Constructing and maintaining a perfectly balanced spread can be difficult due to differences in:
This pre-built Excel workbook allows you to simply plug contract parameters into 1 of 3 different Calculators, and balance the number of contracts to equalize the value of each spread leg.