Tuesday, 31 July 2007 14:17
Didier Holleaux, Vice-president LNG, Gaz de France, presents the last in his three-part series by looking at financial arbitrage value in future markets
The simplest way to realize financial arbitrage consists of buying call options, whose underlying asset is the New York Mercantile Exchange-National Balancing Point spread for a quantity equal to one cargo per month, at a strike value of 0, 0.50 or 1 US dollar per million British thermal units and using them when the spread is higher than the strike.
The simplest way to realize financial arbitrage consists of buying call options, whose underlying asset is the New York Mercantile Exchange-National Balancing Point spread for a quantity equal to one cargo per month, at a strike value of 0, 0.50 or 1 US dollar per million British thermal units and using them when the spread is higher than the strike.
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Published in
July 07
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