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Ratio Spread

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

Diagonal Call Bear Spread

A diagonal call spread which involves selling a lower-strike call option and buying a higher-strike call option, with the overall...

ZSPRD

It stands for zero-volatility spread; the spread that would be realized over the whole risk-free spot rate curve if a…

Yield Giveup Swap

A bond swap and particularly a form of the intermarket spread swap whereby an investor may be compensated for the…

Spread

The difference between the bid and ask prices for a particular tradable asset (stock, bond, etc..). For example, if a...

Zero Spread

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

Bull Put

An alternative name for a bull put spread which is an option strategy whereby a number of put options are...

SPAN

Abbreviation for spread-adjusted note; a debt instrument that bears a base rate fixed or linked to a sovereign rate (Treasury…

Synthetic CDO Spread

The CDO tranche spread that is defined by a number of factors, mainly including: attachment point, tranche width, swap maturity,...

Bull Spread

An option strategy that attempts to maximize profits in bullish markets, i.e., when the prices of the underlying securities go...