A ratio spread which is constructed by involving deltas of options such that a neutral “overall” position is created. To...

A spread that captures the difference between the return attained by investing in a bond issued by an oil-producing company...

An option or futures spread trade that is established by simultaneously buying and selling options or futures that have different...

A floating-rate bond that converts into a fixed coupon obligation when a reference interest rate (market interest rate) drops below...

The difference between the expected fill price and actual fill price of an order/ trade: Slippage = expected fill price...

The difference between bid price (bid) and ask price (ask). It is the price difference between what a buyer is...

An arbitrage strategy which involves locking in the gains arising from one position in a specific security (or broadly, an...

The spread that makes the value of a credit default swap (CDS) with the same maturity equal to zero at the present....

A delta-neutral option spread which is usually established in order to take a view or speculate on changes of market volatility...

Repo premium may hold different meanings depending on context. In general, it denotes the additional amount a bank in a...