Intermarket spread swaps

Intermarket spread swaps
An exchange of one bond for another based on the manager's projection of a realignment of spreads between sectors of the bond market. The New York Times Financial Glossary

Financial and business terms. 2012.

Игры ⚽ Нужно сделать НИР?

Look at other dictionaries:

  • intermarket spread swaps — An exchange of one bond for another based on the manager s projection of a realignment of spreads between sectors of the bond market. Bloomberg Financial Dictionary …   Financial and business terms

  • Intermarket Spread Swap — A swap transaction meant to capitalize on a yield discrepancy between bond market sectors. Intermarket spread swaps are based upon expectations of yield spreads between different bond sectors or spots on the yield curve. By entering a swap,… …   Investment dictionary

  • Options spread — Spread option redirects here. For the American football offensive scheme, see Spread offense. Options spreads are the basic building blocks of many options trading strategies. A spread position is entered by buying and selling equal number of… …   Wikipedia

  • Debit spread — In finance, a debit spread, AKA net debit spread, results when an investor simultaneously buys an option with a higher premium and sells an option with a lower premium. The investor is said to be a net buyer and expects the premiums of the two… …   Wikipedia

  • Credit spread (options) — Finance Financial markets Bond market …   Wikipedia

  • Diagonal spread — In Finance, A diagonal spread is established by simultaneously entering into a long and short position in two options of the same type (two call options or two put options)[jargon] but with different strike prices and expiration dates.[jargon]… …   Wikipedia

  • Pure Yield Pickup Swap — A transaction in which bonds with lower returns are swapped for bonds with higher returns. With a pure yield pickup swap the sole purpose of the transaction is to increase yield, the new bonds will have a similar maturity and risk rating as the… …   Investment dictionary

  • Межрыночный своп спрэдов — обмен одной облигации на другую, в основе которого лежит прогноз в отношении пересмотра спрэдов между двумя секторами рынка облигаций. По английски: Intermarket spread swaps См. также: Облигационные свопы Финансовый словарь Финам …   Финансовый словарь

  • Credit default swap — If the reference bond performs without default, the protection buyer pays quarterly payments to the seller until maturity …   Wikipedia

  • Currency swap — Foreign exchange Exchange rates Currency band Exchange rate Exchange rate regime Exchange rate flexibility Dollarization Fixed exchange rate Floating exchange rate Linked exchange rate Managed float regime Markets Foreign exchange market Futures… …   Wikipedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”