Go to Statistics Portal

ARBITRAGE

Statistics Directorate    
Definition:
Profiting from a difference in price when the same security, currency or commodity is traded on two or more markets.

Context:
Buying (or borrowing) in one market and selling (or lending) in the same or another market to profit from market inefficiencies or price differences. (IMF, 2003, External Debt Statistics: Guide for Compilers and Users – Appendix III, Glossary, IMF, Washington DC. Available from
http://www.imf.org/external/pubs/ft/eds/Eng/Guide/index.htm).

Source Publication:
A glossary of terms used in payments and settlement systems, July 2001, Committee on Payment and Settlement Systems, Bank for International Settlements.

Hyperlink:
http://www.bis.org/publ/cpss00b.pdf

Statistical Theme: Financial statistics

Created on Thursday, August 22, 2002

Last updated on Thursday, August 28, 2003