A concept popular in the fixed-income space that focuses on assessing the expected return from holding (carrying) a fixed-income instrument,...

A situation that arises when the cost of financing a financial instrument or a physical asset, such as short-term rate...

A forward contract/ futures contract that has a flat/ constant contango over the course of its lifespan. Contango occurs when...

A forward contract/ futures contract that has a flat/ constant contango over the course of its lifespan. Contango occurs when...

A potentially riskless transaction which involves taking a long position in a spot asset (i.e., carrying that asset) and a...

The carry on a swap, as with that of any financial instrument (e.g. a bond), is the difference between a...

In essence, rho is the partial derivative of the option value with respect to the interest rate. Carry rho is...

A forward contract/ futures contract that has a flat/ constant contango over the course of its lifespan. Contango occurs when...

The benefit of carry arises when the income gained on holding an asset (mainly, interest amounts or dividends) exceeds all...

A situation that arises when the cost of financing a financial instrument or a physical asset (e.g., a commodity)- that...