basis trades

18:39 Apr 26, 2005
English to French translations [PRO]
Bus/Financial - Finance (general)
English term or phrase: basis trades
Statistical arbitrage programs did well as equity volatility expanded. Fund successfully traded the fixed income portfolio, using basis trades. Continued to take advantage of options trading, short near-term options, while long the longer expirations.
Olivier Carpon
France
Local time: 04:23


Summary of answers provided
3 +1mise sur l'écart
kerbager
3opérations de base
saturnino (X)


  

Answers


14 mins   confidence: Answerer confidence 3/5Answerer confidence 3/5 peer agreement (net): +1
mise sur l'écart


Explanation:
The hedger, by liquidating his position in one contract month and assuming a similar position in a different contract, could effectively work his "sale price" higher or work his "purchase price" lower, as differences between the contract months widen or narrow. After taking his profit he can then move back into his original position. Taking advantage of the differing price relationships between contract months, is known as basis trading. Source

En liquidant sa position au cours d'un mois contractuel et en adoptant une position parallèle par la voie d'un nouveau contrat, les contrepartistes pourraient pousser plus haut leur «prix de vente» ou faire baisser davantage leur «prix d'achat» selon que les écarts de cours augmentent ou diminuent d'un mois à l'autre. Après avoir encaissé leur bénéfice, ils peuvent alors reprendre leur position initiale. Miser sur l'écart, c'est se prévaloir du jeu des rapports des cours qui diffèrent d'un mois à l'autre.

kerbager
Canada
Local time: 22:23
Works in field
Native speaker of: Native in FrenchFrench
PRO pts in category: 42
Grading comment
Merci mais j'ai finalement pu trouver sur le site d'Euronext ("Echanges de base")

Peer comments on this answer (and responses from the answerer)
agree  Michel A.
2 hrs
  -> merci Michel
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The asker has declined this answer
Comment: Merci mais j'ai finalement pu trouver sur le site d'Euronext ("Echanges de base")

1 day 14 hrs   confidence: Answerer confidence 3/5Answerer confidence 3/5
opérations de base


Explanation:
dans le domaine financier on parle d'opérations de base

saturnino (X)
Local time: 04:23
Native speaker of: Native in FrenchFrench
Grading comment
Merci mais j'ai finalement pu trouver sur le site d'Euronext ("Echanges de base")
Login to enter a peer comment (or grade)
The asker has declined this answer
Comment: Merci mais j'ai finalement pu trouver sur le site d'Euronext ("Echanges de base")



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