A measure of basis points as absolute spread or return. For example, if the expected carry for a swap (carry...
The spread that forms when an investor/trader holds position in a European option and a corresponding American option. This options...
A transaction in which the trader simultaneously purchases, or takes a long position in, a contract on a specific asset...
A transaction in which the trader simultaneously purchases, or takes a long position in, a contract on a specific asset...
A measure of the creditworthiness of a bond. It sets the bond’s Z-spread curve against the CDS contract (CDS spread)....
The total cost of a commodity transaction. It consists of all bid-ask spreads, exchange fees, the broker's commission (in a...
An option trading strategy which involves selling a number of in-the-money calls at a set strike and simultaneously buying a...
The difference between the fixed rate leg of an interest rate swap and the yield of a treasury security with...
A swap whose maturity matches that of another instrument. This arises when an investor tries to synthetically hedge a bond/...
A futures contract that has the spark spread as underlying. This implies that an investor buys or sells the price...