The spread between the price of electricity and the price of natural gas needed to generate that electricity. More specifically,...
A commodity trading strategy that is used in the soybeans futures market and involves the purchase of soybean futures and...
A delta-neutral options strategy that involves more option short positions than option long positions on the same underlying and in...
A variant on a ratio put spread , and a strategy similar to the ratio bull spread in almost all...
A derivative contract that allows a market participant to enter into an interest rate swap (IRS) at a preset spread...
An OTC option which is written on a spread. The spreadtion is usually used to lock in the difference between...
A spread option position whereby the price of the option purchased (long option) is larger than the price of the...
A spread option position whereby the price of the option purchased (long option) exceeds the price of the option sold...
The value of an asset swap spread which makes the net present value of all of the cash flows generated...
An accrual swap in which any breach (touch) of the range upper or lower boundary terminates all further potential for...