A cash and carry transaction that is reversed. It involves the simultaneous sale of a cash market commodity/ instrument for...
The price at which a commodity or a financial instrument (a derivative) for immediate delivery is selling at a specific...
The sum of all expenses incurred on holding an asset, literally: storage, insurance and financing costs, subtracted from the income...
The sum of all expenses incurred on holding an asset, literally: storage, insurance and financing costs, subtracted from the income...
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...
A currency trading/ speculation strategy that involves borrowing in low-interest currencies (low-yielding currencies) in order to invest in high-interest currencies...
A measure of basis points as relative spread or return that would make the carry disappear. In other words, it...
The basis amount that results from adjusting the gross basis for net carry. Net carry is the actual coupon income...
Going long the basis, or more specifically the purchase of a cash-market investment instrument such as cash bonds or index...