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Hypothetical question
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btruck
Posted 6/6/2010 09:10 (#1226296 - in reply to #1225576)
Subject: RE: Hypothetical question



MN
Thank you for the response Mr. Jenkins.

Just to make sure I'm understanding what you're saying in the second paragraph, you would roll the Dec to July, and then if the carry narrows to about .20, you would roll the July back to Dec and wait for the spread to widen again when it normally does?. This way you would gain approximately that .15 the first time, and then approximately .35 the second time, correct?

Thanks again.
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