With respect to futures contracts, it is the difference between the fair value (FV) and the current market price of...

In relation to credit derivatives (credit default swaps, CDSs, and other similar products), it is the average of the single-name...

In relation to credit derivatives (credit default swaps, CDSs, and other similar products), it is the average of the single-name...

A neutral option strategy that aims at making profit from taking positions on stagnant or bound-range stocks. It resembles the...

In the context of options, it is a spread that turns out unprofitable as a result of big commissions charged...

With respect to FTD credit derivatives (e.g., FTD credit swaps), it is the fixed spread the protection buyer pays to...

It stands for first-to-default spread; in connection with FTD credit derivatives (e.g., FTD credit swaps), it is the fixed spread...

A calendar spread that involves the purchase of an option with a further expiration and the sale of an option...

The difference between the general collateral rate (general repo rate) and the specific collateral rate (special repo rate): s =...

The difference between the general collateral rate (general repo rate) and the specific collateral rate (special repo rate): s =...