Maturity spread

The spread between any two maturity sectors of the bond market. The New York Times Financial Glossary

Financial and business terms. 2012.

Look at other dictionaries:

  • maturity spread — The difference in returns between bonds of different time lengths. Bloomberg Financial Dictionary …   Financial and business terms

  • spread — n 1 a: the difference between any two prices for similar articles the spread between the list price and the market price of an article b: the difference between the highest and lowest prices of a product or security for a given period c: the… …   Law dictionary

  • Maturity (finance) — In finance, maturity or maturity date refers to the final payment date of a loan or other financial instrument, at which point the principal (and all remaining interest) is due to be paid. The term fixed maturity is applicable to any form of… …   Wikipedia

  • spread-over Treasuries — The difference between the bond equivalent yield for any investment and the bond equivalent yield for a Treasury investment with the same maturity. Comparisons of the returns for most fixed income investments are typically made using spread over… …   Financial and business terms

  • spread — In general, a difference between two amounts. In stock and commodity trading, the difference between the bid and asked price. In arbitrage (q.v.), the difference between two markets in the price or value of a currency. In futures trading, is the… …   Black's law 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

  • Constant maturity swap — A constant maturity swap, also known as a CMS, is a swap that allows the purchaser to fix the duration of received flows on a swap. The floating leg of an interest rate swap typically resets against a published index. The floating leg of a… …   Wikipedia

  • Constant maturity credit default swap — A constant maturity credit default swap (CMCDS) is a type of credit derivative product, similar to a standard Credit Default Swap (CDS). Addressing CMCDS typically requires prior understanding of credit default swaps. In a CMCDS the protection… …   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

  • Intermarket Sector Spread — The difference in yields between two fixed income securities with the same maturity, but originating from different investment sectors. Intermarket sector spreads in the bond market, for example, often occur between corporate bonds and government …   Investment dictionary

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