Definitions for "Interdelivery Spread"
The purchase of one delivery month of a given futures contract and simultaneous sale of another delivery month of the same commodity on the same exchange. Also referred to as an intramarket or calendar spread.
futures or options trading techniques that entail buying one month of a contract and selling another month of the same contract. For example, buying a June electricity contract and simultaneously selling a September electricity contract. A market participant can profit (or lose out) as the price difference between the contracts widens or narrows.
interest rate futures intracommodity spread