Yield spread


 

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Yield spread

The difference in yield between different security issues usually securities of different credit quality.



Yield spread

Similar Matches

Put spread

Put spread

The simultaneous purchase (sale) of a put at one exercise price and the sale (purchase) of a put at a lower exercise price.


Diagonal spread

Diagonal spread

An options strategy requiring a long and a short position in the same class of option at different strike prices and different expiration dates. For example, two puts or two calls in the same stock. See: Calendar spread; vertical spread.


Box spread

Box spread

A type of option arbitrage in which both a bull spread and a bear spread are established for a near-riskless position. One spread is established using put options and the other is established using calls. The spread may both be debit spreads (call bull spread vs. put bear spread) or both credit spreads (call bear spread vs. put bull spread). Break-Even Point--the stock price (or prices) at which a particular strategy neither makes nor loses money. It generally pertains to the result at the expiration date of the options involved in the strategy. A "dynamic" break-even point is one that changes as time passes.


Alligator spread

Alligator spread

The term used to describe a spread in the options market that generates such a large commission that the client is unlikely to make a profit even if the markets move as the investor anticipated.


Option spread

Option spread

The trading of options of the same class at the same time in order to profit from changes in the size of the spread between different options.


Further Suggestions

crack spread
TED spread
Butterfly spread
Vertical spread
Generic credit spread
Dealers spread
Interdelivery spread
bid/offer spread
Perpendicular spread
Time spread strategy
ratio spread
Spread income
Mob spread
Spread option
Yield spread strategies
Intramarket sector spread
diagonal spread
bull spread
Intercommodity spread
Calendar spread
Spreadsheet
Relative yield spread
Ratio Spread
condor spread
Put ratio backspread


 
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