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TED spread |
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TED spreadDifference between US Treasury bill rate and Eurodollar rate; used by some traders as a measure of investor/trader anxiety or credit quality.TED spread Similar MatchesInterdelivery spreadInterdelivery spreadUsed in futures or options market to refer the purchase of one month of a contract and selling another month in the same contract, in the hope that the price difference will widen or narrow, depending on the investment. BackspreadBackspreadA delta-neutral spread composed of more long options than short options on the same underlying instrument. This position generally profits from a large movement in either direction in the underlying instrument. Yield spread strategiesYield spread strategiesInvestments that position a portfolio to capitalize on expected changes in yield spreads between sectors of the bond market. Bear put spreadBear put spreadThe purchase of a put with a high strike price against the sale of a put with a lower strike price in expectation of declining prices. The maximum profit is calculated: (high strike price - low strike price) - net premium received where net premium received = premiums paid - premiums received. Debit spreadDebit spreadApplies to derivative products. Difference in the value of two options, when the value of the option bought exceeds the value of the one sold. One buys a "debit spread." Antithesis of a credit spread. Further SuggestionsSelling the spreadcondor spread Spread order bull spread bid/offer spread Diagonal spread Intracommodity spread Dealers spread Vertical spread Spread strategy debit spread bear spread Spreadsheet Ratio Calendar Spread Put ratio backspread spread box spread Bid asked spread Spread position Horizontal spread call spread Price spread crack spread Spread option Narrowing the spread |
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