yield spread
41TED spread — Difference between U.S. Treasury bill rate and eurodollar rate; used by some traders as a measure of investor/trader anxiety. The New York Times Financial Glossary The difference between U.S. Treasury bill yields and yields for Euro deposit… …
42quality spread — The difference in yield between a risk free obligation, an obligation of the U. S. Treasury, and another obligation of similar maturity that has credit risk. This difference is expressed in basis points. The most common quality spread is the… …
43Note Against Bond Spread - NOB — A spread within futures contracts created by offsetting positions in 30 year treasury bond futures with positions in 10 year treasury note contracts. Also known as the note over bond spread, the position a futures trader will take depends upon… …
44static spread — (1) The difference between two values at a single point in time. For example, the difference between two yields. (2) The calculated spread over the Treasury yield that the investor would realize from all of the cash flows produced by his… …
45Credit spread (options) — Finance Financial markets Bond market …
46Z-spread — The Z spread (or ZSPRD) of a bond is the number of basis points one needs to apply to a series of zero rates such that the present value of the bond, accounting for accrued interest, equals the sum of all future cashflows discounted using the… …
47Net Interest Rate Spread — The difference between the average yield a financial institution receives from loans and other interest accruing activities and the average rate it pays on deposits and borrowings. The net interest rate spread is a key determinant of a financial… …
48Roll yield — The roll yield is the yield that a futures investor captures when their futures contract converges (or rolls up) to the spot price in a backwardated futures market. The spot price can stay constant, but the investor will still earn returns from… …
49Interpolated Yield Curve - I Curve — A yield curve derived by using on the run treasuries. Because on the run treasuries are limited to specific maturities, the yield of maturities that lies between the on the run treasuries must be interpolated. This can be accomplished by a number …
50Inverted Spread — A situation in which the yield difference between a longer term financial instrument and a shorter term instrument is negative. This is calculated by subtracting the longer term by the shorter term. In effect, the shorter term instrument is… …
