Exchange Currency

intermarket spread swaps

An active portfolio strategy involving the shift of a bond portfolio's composition from one sector to another when the perceived risk of one appears to be greater than the other. A bond issue from two sectors with slightly similar characteristics are purchased in the portfolio and held until the portfolio manager detects a change in the yield spread between the two.

Related information about intermarket spread swaps:
  1. What is intermarket spread swaps? definition and meaning
    Definition of intermarket spread swaps: An active portfolio strategy involving the shift of a bond portfolio's composition from one sector to another when the ...
     
  2. Intermarket Spread Swap Definition | Investopedia
    Intermarket spread swaps are based upon expectations of yield spreads between different bond sectors or spots on the yield curve. By entering a swap, parties ...
     
  3. Intermarket Spread Swaps - Financial Dictionary - The Free Dictionary
    An exchange of one bond for another based on the manager's projection of a realignment of spreads between sectors of the bond market.
     
  4. Intermarket Surveillance Information System - The Free Dictionary
    Intermarket spread swaps · Intermarket Spreads · Intermarket Surveillance Group. Intermarket Surveillance Information System. Intermarket Sweep Order ...
     
  5. Intermarket Spread Swap: Definition from Answers.com
    Opportunities for intermarket spread swaps exist when there are credit quality or feature differences between bonds. For example, if there is a wide credit spread ...
     
  6. * Intermarket spread swap - (Stock market): Definition
    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 ...
     
  7. Chapter Summary
    One popular taxonomy classifies active strategies as substitution swaps, intermarket spread swaps, rate anticipation swaps, or pure yield pickup swaps. 8.
     
  8. I Definitions: Campbell R. Harvey's Hypertextual Finance Glossary
    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 ...