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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 MatchesNOB spreadNOB spreadNotes over bonds spread. This is the difference in yield between Treasury notes (maturing in 2 to 10 years) and Treasury bonds (maturing in 15 or more years), which is traded using Treasury note and bond futures. Generic credit spreadGeneric credit spreadRefers to the corporate bond spread for a particular credit rating and expiry. For example, 10-year single A corporates were priced or trading at 130 basis points above Treasuries last night, or said diffrently, 130 is the generic credit spread for 10-year single A corporates. Delta SpreadDelta SpreadA ratio spread that is established as a neutral position by utilizing the deltas of the options involved. The neutral ratio is determined by dividing the delta of the purchased option by the delta of the written option. See also Ratio Spread and Delta. Ratio spreadRatio spreadOption strategy using either puts or calls. The trader purchases a certain number of options and then sells a larger number of out of the money options. Calendar spreadCalendar spreadApplies to derivative products. A strategy in which there is a simultaneous purchase and sale of options of the same class at different strike prices, but with the same expiration date. Further SuggestionsSpread incomeSpread box spread Option spread put spread Spread position spread Credit spread Maturity spread Intercommodity spread credit spread bull spread bear put spread Alligator spread Narrowing the spread Interdelivery spread Gross spread spread betting Spread option Bull spread Spread Spread order Vertical spread Diagonal spread Yield spread strategies |
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