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Spark Spread Futures

A futures contract that has the spark spread as underlying. This implies that an investor buys or sells the price...

Spark Spread

The spread between the price of electricity and the price of natural gas needed to generate that electricity. More specifically,...

Crush Spread

A commodity trading strategy that is used in the soybeans futures market and involves the purchase of soybean futures and...

Ratio Vertical Spread

A delta-neutral options strategy that involves more option short positions than option long positions on the same underlying and in...

Ratio Bear Spread

A variant on a ratio put spread , and a strategy similar to the ratio bull spread in almost all...

Spreadlock

A derivative contract that allows a market participant to enter into an interest rate swap (IRS) at a preset spread...

Spreadtion

An OTC option which is written on a spread. The spreadtion is usually used to lock in the difference between...

Debit Spread

A spread option position whereby the price of the option purchased (long option) is larger than the price of the...

Front Spread

A spread option position whereby the price of the option purchased (long option) exceeds the price of the option sold...

Breakeven Asset Swap Spread

The value of an asset swap spread which makes the net present value of all of the cash flows generated...