A forward pricing sales arrangement which involves determining the cash price of a forward sales agreement (a futures contract) either...

The basis can develop a widening trend when the spot price of an asset/ commodity increases faster than the futures...

Going long the basis, or more specifically the purchase of a cash-market investment instrument such as cash bonds or index...

A carry trade in which an investor expresses a notional neutral curve switch. This carry is expressed in basis points...

A roll-down in which an investor expresses a notional neutral curve switch. This carry is expressed in basis points upfront...

A measure of basis points as absolute spread or return. For example, if the expected carry for a swap (carry...

It is the difference between the spot price of an asset and the futures price (of the asset underlying the...

A measure of basis points as relative spread or return that would make the carry disappear. In other words, it...

The basis point value (BPV) of a swap is the amount by which the swap's value changes in response to...

The danger of loss which is associated with an unexpected widening or narrowing in the basis between the time of...