The differential or spread that exists between credit derivatives (such as credit default swaps or CDSs) and their underlying cash...
A ratio vertical spread that is constructed using call options. This involves buying one in-the-money call option and simultaneously selling...
An option strategy that attempts to maximize profits in bearish markets, i.e., when the prices of the underlying securities drop....
The basis points which are added to the yield at each point on the spot treasury rate curve marking the...
The swap spread which results from two floating rate indexes (e.g., LIBOR ) in different currencies. This occurs when a...
An option trading strategy, similar to an iron butterfly, which involves buying and selling both calls and puts at three...
The yield spread between two issues within a market sector. An example of the intramarket sector spread is the yield...
The yield spread between the yields offered in two sectors of the bond market with the same maturity. A prime...
A complex option trading strategy which involves, like an iron condor spread, buying and selling of both puts and calls...
A gut iron condor spread which is constructed by selling one call at the lowest strike, buying one call at...