Spreadlock

  

Categories: Credit

Like dreadlocks, only for people who are going bald...big blank patches between each of the dreads.

In the financial world, the "spread" in question here is the difference between an interest rate swap and the rate offered on underlying government bonds. This spread can move over time, so the holder of a swap can lose out if the spread changes in an unfavorable way.

As its name suggests, the spreadlock allows the holder of the swap to lock the spread in place. It's a form of derivative contract that hedges against possible changes in the relationship between the swap rate and the government bond rate.

Related or Semi-related Video

Finance: What is Spread?48 Views

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finance a la shmoop. what is spread? before we start just no. get your mind

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out of the gutter. spread refers to the money value between [100 dollar bill]

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a bid and ask price under a market maker structure of trading securities. no more

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wire hangers, a plastic hanger company is publicly traded on an exchange like

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Nasdaq where buyers bid for a price to purchase and sellers ask for a price to [Nasdaq wall shown]

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trade. no more wire hangers is bid this moment at 37:23 a share by buyers

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willing to buy right now at that price and is being asked at this moment at a

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price of 37.31. note the eight cents a shared difference in the share prices.

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that dif is the spread between the two prices, and it's worth noting that in [bread is buttered]

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extremely volatile stocks, the spread widens. and in boring highly liquid

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stocks which don't move much, the spread tightens or is narrower. that is on a

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volatile equivalent of no more wire hangers the spread might grow to 20 or

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30 cents a share whereas a boring name that pays a big dividend and the stock

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never moves much we're thinking AT&T here, [man snores at a desk]

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well that spread might be just three or four cents. so why grow? well because a

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market maker in a volatile stock doesn't want to be caught losing money on her

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inventory. if no more wire hangers suddenly gapped down to 37.10 a share [equation shown]

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well it would be likely less than the average of what the market maker paid

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for her quote "inventory" unquote in that stock from which he was making a market

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in it. each time the shares trade the market makers dip into that spread to [woman dips cracker in butter]

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pay their bills and allow them to keep doing business. so that's spread. and it's

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not the type that Prince used to sing about. [man on stage]

Up Next

Finance: What is Spread To Treasuries?
3 Views

Spread to treasuries is an indication of risk associated with a given debt or bond offering.

Find other enlightening terms in Shmoop Finance Genius Bar(f)