4.13.2005

Q&A: Given two crude futures contracts...

...what items on the contracts are most likely to be identical and what difference?

A: Most likely identical

  • the amount of crude oil
  • the quality or grade of crude oil
  • the mechanism for delivery of crude oil

Most likely different

  • expiration date
  • settlement date
  • price

Category: C++ Quant > Derivatives

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