A four-legged option trading strategy that involves buying a back-month out-of-the-money put option with the lowest strike price, selling a...

An outperformance certificate that features, and whose performance depends on, a spread with an upper and a lower limit set...

A measure of the basis between the spreads of CoCos (CoCo spread) and other risky securities from the same issuer....

A type of credit enhancement that represents the difference between the interest rate received on the underlying collateral (in a...

The difference between a bank's lending rate and funding rate: Bank spread = lending rate - funding rate For example,...

An abbreviation for asset swap spread; a spread that is usually paid (when necessary) by the seller of an asset swap, in addition to...

An option trading strategy which involves selling a near-month put and buying a far-month put, with the strike prices across...

The difference in price between equivalent amounts of two commodities, securities (e.g., bonds), or currencies at two different conditions (e.g.,...

The difference between the spot price of a commodity to be hedged and its futures price in the futures contract...

An option or futures spread whereby the number of contracts bought (or long) is not equal to the number of...