A diagonal put spread that involves the selling of a given amount (one or more) of near-month out-of-the-money put options and…

The rate of interest which can be earned without bearing any risks. The rates on Treasury bills and Treasury bonds…

An option-related strategy that is based on the replacement of a position by closing out one option with a near-month…

The number of open contracts at which a market supervisory authority (like the CFTC in the US) specifies when an…

One of the two legs of a tranche (vanilla tranche/ plain vanilla tranche), with the other one being a tranche…

It has many meanings in multiple contexts. Generally, it is the interest rate that is charged over a funding interval,...

A floater that is embedded with caps or collars (caps and floors) so that the floating rate movement (adjustment) is…

It stands for Mexican Index-linked Euro Security, a nonstandard American call option on the dollar value of the Mexican stock…

A type of electronically traded futures contract that is smaller in size than otherwise identical futures contract. That is, a…

A put diagonal calendar spread which is designed to profit on the expectation that the underlying would break out in either…