A type of derivative that is traded on the Chicago Board of Trade (CBOT) giving its holder the right, but...

The yield spread between non-Treasury securities and Treasury securities, all having identical features in exception of credit rating. Both are...

A calendar spread that involves buying far-month call options and simultaneously selling an equal amount of near-month at-the-money (or slightly...

An option strategy whereby a number of call options are bought at a certain exercise price and an equal number...

The difference between two forward rates or two forward prices. This spread can be used to calculate the payoff and...

The spread that would be realized over the whole risk-free spot rate curve if a given risky security such as...

The spread that would be realized over the whole risk-free spot rate curve if a given risky security such as...

The spread that relates the revenue received from selling electricity to the cost of producing it from coal. This spread...

The spread that results from power minus coal and carbon costs. That is this spread captures the profit realized by...

A TED spread that is derived by using stub LIBOR and Eurodollar futures rates to figure out the par coupon...