close-out basis

close-out basis
бирж. базис при закрытии позиции* (разница между наличной и срочной ценами (базис) в момент ликвидации срочной позиции для целей хеджирования; обычно уменьшается по сравнению со временем открытия срочной позиции)
See:

Финансовые рынки. Новый англо-русский толковый словарь. - М.: «Экономическая школа».. 2006.

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