Selling a credit default swap (CDS); a short position in a credit default swap (CDS). It is equivalent to longing...
A Christmas tree spread that involves the selling of one call option at the lowest exercise price and the purchase...
A basket default swap which sets a maximum payout for each defaulted reference entity, and whereby the payout is triggered...
A call strip which involves short positions. The short call strip can be constructed with a number of contracts (call...
An extendible option in which the right to extend the maturity date is held and made by the option seller...
A hedging technique and a front load hedge which involves stacking or concentrating most of the futures contracts used to...
A hedging technique and a front load hedge which involves stacking or concentrating most of the futures contracts used to...
An option that allows a market participant to enter into a spreadlock agreement on a specific yield spread (a given...
An interest rate swap (IRS) in which one payment leg is linked to a fixed spread over a benchmark rate,...
The swap spread that is fixed using a spreadlock and then added to the prevailing benchmark Treasury bond yield to...