Defined return terms
A proposed fixed-return structure, with the rate, payment schedule, and responsible counterparty specified in the final agreement.
COMMODITY ARBITRAGE · A NEW PERSPECTIVE
Earn 15–18% annually.
Without directional
market risk.
Arbitrage works by buying and selling the same asset at the same moment, in two places where it is priced differently. The return is the spread between those two prices — locked at entry, realised at expiry, indifferent to which way the market moves.
01 / PRICE DIFFERENCES02 / PAIRED POSITIONS03 / DEFINED TERMS
THE ARBITRAGE PERSPECTIVEILLUSTRATION
ONE COMMODITY. TWO PRICES.
AuGOLD
01 / SPOT POSITION
BUYPhysical / spot
100.00Illustrative price units02 / FUTURES POSITION
SELLMatched futures
103.00Illustrative price unitsINITIAL GROSS BASIS3.00 unitsBefore costs & execution risk
BUY SPOT→SELL FUTURES→CONVERGENCE
LOOK BEYOND MARKET DIRECTION.Discover the approach ↓
01 / THE STRATEGY
Price differences.
Purposeful positions.
Markets can price the same commodity differently across delivery dates. Arbitrage seeks to capture that difference through coordinated positions.
UNDERSTANDING THE BASISBuy the commodity.
Buy the commodity.
Sell the future.
A cash-and-carry trade pairs a spot purchase with a sale of a corresponding futures contract. The starting price difference is the gross basis.
The opportunity depends on what remains after financing, storage, insurance, transaction costs, and execution. Matching the two positions seeks to reduce exposure to outright price movements.
A SIMPLIFIED TRADEIllustrative units
01
AT ENTRY
Buy spot at 100
Acquire the underlying commodity.
02
MATCHED POSITION
Sell futures at 103
Match quantity, quality, and delivery terms.
03
AT SETTLEMENT
Realise the net spread
Reconcile delivery, positions, and all costs.
Gross basis 3.00 − costs 1.201.80 illustrative net units
A simplified example, not an actual trade, quoted market price, or promised return.
02 / THE PROPOSED PLAN
Clarity at every step.
A considered investment starts with understanding the terms. Review the return structure, obligations, costs, and exit conditions before making a decision.
Paired market positions
A strategy designed to reduce directional exposure through matched spot and futures positions. Residual risks remain.
Clear investment cycles
Proposed 30–90 day cycles. Actual maturity, access to funds, and early-exit conditions depend on the agreed plan.
03 / THE RETURN PERSPECTIVE
Where it sits against
what you already hold.
Compare the proposed Crescera target with illustrative deposit and equity-market ranges. A higher target comes with different risks, access conditions, and obligations.
ILLUSTRATIVE ANNUAL RETURN · PER ANNUM
| Investment type | Annual return | Term / access |
|---|---|---|
| Fixed deposit | 3–4%Illustrative | 1–5 yearsIllustrative term |
| Market index | 11–12%Illustrative | 3–4 yearsAverage holding period* |
| Crescera | 15–18%Proposed target | 3 years |
*Illustrative holding-period assumption, not a mandatory index-fund lock-in or a verified market average.
LET’S CONNECT
Your next chapter
starts with a conversation.
Leave your contact details and tell us what you’d like to know. Or start a conversation directly on WhatsApp.
Contact options will be available shortly.