A derivative that is not cleared through a central counterparty (CCP). Non-centrally cleared derivatives include interest rate, credit, commodity, FX...

A barrier option that that combines (also being a generalized double barrier option) a couple of pairs of barriers each...

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

An abbreviation for non-equity option; an option that is written on foreign currencies, bonds, and other debt issues, commodities, metals…

The price differential between ten-year Treasury note futures and Treasury bond futures. Realizing profits from taking a view on this…

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

In the case of a call option, it is the amount that results from subtracting the strike price and the…

The gross nominal or notional value of all derivatives contracts that have been concluded, but still outstanding, i.e., not yet...

It stands for non-deliverable cross currency swap; a swap agreement (cross currency swap, XCS) that is entered into, and between,...

A swap agreement (cross currency swap, XCS) that is entered into, and between, two parties to exchange a stream of...