The specialness of a repo (repurchase agreement). It is the difference between interest earned on a security posted as a...

The difference between interest earned on a security posted as a loan's collateral and the prevailing interest rate for loan...

An abbreviation for asset swap spread; a spread that is usually paid (when necessary) by the seller of an asset swap, in addition to...

An option trading strategy that involves buying a call option at a given strike price and selling a call option...

The relative difference in yield to maturity (YTM) between two bonds (bond issues) or two classes of bonds with similar maturities. It is the ratio of the yield...

Commonly, it is the additional amount (spread) that the issuer of a debt instrument (such a bond or a floater)...

The spread that measures how special a security is seen in the repo market. It is the spread between the...

The spread between the general repo rate and the special repo rate. It can be viewed as a repo dividend (it...

The difference between the CDS quotes in one currency and another. This spread could trade as a standalone product. For example, a...

A quanto spread that is constructed using two forward rates. It is mainly used to hedge quanto risk in the interdealer market. This spread can be...