Positive Butterfly

  

Categories: Derivatives

Yoga position? Berlin-based EDM collective? Nope. It's a weirdly shaped yield curve (a phrase that, on its own, could make a good name for a Berlin-based EDM collective...we'd get up and dance for Weirdly Shaped Yield Curve).

A yield curve tracks the rates paid for various bonds based on maturities. Normally, longer-term bonds pay higher rates than shorter-term ones. In other words, you're going to get paid a higher rate to own a 30-year bond than a 2-year bond.

A positive butterfly is an unusual situation where both short-term rates and long-term rates increase faster than medium-term rates. So the two ends of the yield curve move up, but the middle lags behind. (The ends make up the wings of the butterfly; the middle represents the body).

A negative butterfly represents the opposite situation: short-term and long-term rates drop in relation to medium-term rates. Both the positive and negative butterflies are considered non-parallel yield curve shifts. The name comes from the fact that the changes don't manifest evenly across the yield curve.

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Finance: What is a Derivative?23 Views

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finance a la shmoop what is a derivative? well it's derived it's a something taken

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from something else like a derivative of hot weather is thirst a derivative of [Girl takes sip of glass of water on a beach]

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hunger is well you know crankiness that's diva thing you get there...

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derivative of a 1/32 quarterback rating in the NFL is like serious wealth yeah

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yeah discount double shmoop yeah look for it be on there with aaron

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and a derivative of a stock or bond or other security is a something which

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derives its value based on the performance of that underlying security

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there are basically two flavors of derivative put options ie the right to [Ice cream flavors appear]

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sell a security at a given price over a given time period and a call option, ie

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right to buy a security at a given price over a given time period

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well the price of that option is derived from the price of the security and a few

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other factors like strike prices and duration and all that stuff

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colonel electric the downgraded new version of General Electric is trading [Colonel Electric appears in a suit]

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for 25 bucks a share a derivative of its share price is sold in the form of a

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call option with a $30 strike price expiring about 90 days from now on the

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third Friday of the end of that month well investors pay a price albeit

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probably a small one for the right to then pay 30 bucks a share for colonel [Call option appears for colonel electric]

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electric at any time in the next 90 ish days until that option expires making the bet

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that the stock will go well above 30 bucks a share in that time period that

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call option is thus a derivative of the colonel electric primary stock price got

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it if you really want to get personal well here's the ultimate form of

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derivative [Baby laying down]

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