A technique for taking advantage of the difference in interest rates between the 5 year treasury bonds and future contracts for 10 year notes. The investor shorts one instrument while taking an offsetting long position in the other to maximize profits on both investments.
Related information about five against note spread (FAN):
- Five Against Note Spread (FAN) Definition | Investopedia
A spread in the futures markets created by taking offsetting positions in futures contracts for five-year treasury notes and ten-year treasury bonds.
- Five Against Bond Spread (FAB) Definition | Investopedia
Five Against Note Spread - FAN. A spread in the ... Futures Contract. A contractual ... Spread. 1. The ... Treasury Bond - T-Bond. A marketable, ... Treasury Note ...
- What is five against note spread (FAN)? definition and meaning
Definition of five against note spread (FAN): A technique for taking advantage of the difference in interest rates between the 5 year treasury bonds and future ...
- fan: Definition, Synonyms from Answers.com
fan n. A device for creating a current of air or a breeze, ...
- * First notice day - (Stock market): Definition
Five Against Note Spread - FAN ... >>> http://education.investors.com/... First Notice Day - The first day on which notices of intent to deliver actual commodities ...
- * Clearinghouse - (Stock market): Definition
Five Against Note Spread - FAN ... >>> http://education.investors.com/... Any single month's position can be liquidated by an offsetting futures trade, an exchange ...
- Encyclopedia of Alternative Investments (Hardback) - Routledge
Aug 18, 2008 ... Firm Commitment. First Notice Day. First Stage Financing. First Time Fund. Five Against Note Spread (FAN Spread). Fixed Income Arbitrage ...
- Encyclopedia of Alternative Investments - Greg N. Gregoriou ...
Five Against Note Spread FAN Spread. 184. Flipping. 186. Float. 187. Floor Broker. 188. Followon Funding. 189. Forward Market. 191. Free on Board FOB. 193 ...