What is shorting a asset that has negative price. Can anyone give me an example?
closed as off-topic by Matthias Wolf, Bob Jansen♦, lehalle, olaker♦ May 4 '14 at 8:03
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Three examples would be spreads, butterflies, and double-butterflies. They can all have negative prices. Reverse the sign of the quantity on all the legs and you're short the synthetic.
For example, the Jan-Feb calendar spread would buy 1 Jan and sell 1 Feb contract. If you wanted to be short the spread, you would sell 1 Jan and buy 1 Feb contract.