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In finance, a spread trade (also known as a relative value trade) is the simultaneous purchase of one security and sale of a related security, called legs, as a unit. Spread trades are usually executed with options or futures contracts as the legs, but other securities are sometimes used. They are executed to yield an overall net position whose value…
Trade & Measurement
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spread legs spreads trade one futures executed trades market contract position commodity rather rate irs contracts common individual value simultaneous
| Subject | Predicate | Object | Confidence | Src |
|---|---|---|---|---|
| Brent Crude vs WTI Crude or London White Sugar vs New York Sugar.Option spreadsOption spreads are formed with different option contracts on the same underlying stock or commodity | instance of | reflecting the premium inherent in processing soybeans into soy meal and soy oilHighly correlated instruments | 0.80 | text |
| Brent Crude vs WTI Crude or London White Sugar vs New York Sugar | instance of | reflecting the premium inherent in processing soybeans into soy meal and soy oilHighly correlated instruments | 0.80 | text |
| Spread trade | related to IRS (Interest rate swap) spreads | Not | 0.60 | section |
| Spread trade | related to IRS (Interest rate swap) spreads | Swap | 0.60 | section |
| Spread trade | related to IRS (Interest rate swap) spreads | IRS Spread | 0.60 | section |
| Spread trade | related to IRS (Interest rate swap) spreads | Two | 0.60 | section |
| Spread trade | related to IRS (Interest rate swap) spreads | Dirham | 0.60 | section |
| Spread trade | related to IRS (Interest rate swap) spreads | Saudi Riyal | 0.60 | section |
| Spread trade | related to IRS (Interest rate swap) spreads | US | 0.60 | section |
| Spread trade | related to IRS (Interest rate swap) spreads | AED | 0.60 | section |
| Spread trade | related to IRS (Interest rate swap) spreads | SAR | 0.60 | section |
| Spread trade | related to IRS (Interest rate swap) spreads | USD | 0.60 | section |
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