A guts spread that is established by combining long in-the-money calls and long in-the-money puts, with all options having the...

The margin (spread) that is demanded by the market on a debt instrument (such as a bond, floater, etc). For...

A futures trading strategy that involves taking a long or short position in one futures contract and an opposite position...

A futures trading strategy that involves taking a long or short position in one futures contract and an opposite position...

A spread that captures the difference between two constant maturity swap (CMS) rates (or indexes) on two different maturities. For...

An option trading strategy, similar to an iron albatross spread, which involves buying and selling both calls and puts at...

The quoted margin for a par floater. In other words, it is the spread over a floating rate (e.g., LIBOR)...

The spread over LIBOR (or generally a floating rate) that is paid on the floating leg of an asset swap...

A synthetic swap spread is a swap spread that is created synthetically by buying (selling) on-the-run Treasuries (cash) and selling...

A credit spread, specifically a variant of an iron condor spread which is established by widening the spread distance furthermore....