A commodity option transaction where the buyer is reasonably viewed by the seller (option writer) to be an end user...
The week that begins on Monday prior to the Saturday expiration of any three classes of option contracts. The week leading…
An acronym for traffic-light option, which is an OTC option that belongs to the class of correlation derivatives, and which…
A bond futures option, usually traded on the CBOT, which gives the holder the right to enter a futures contract…
A variant of an average rate option (Asian option) whose payoff is linked to the trend of its underlying, instead…
A futures contract in which the underlying is a treasury note. This contract is mainly used by investors seeking to…
A futures option, usually traded on the CBOT, which gives the holder the right to enter into a futures contract…
An index principal swap in which the floating rate leg is based on the treasury bill auction rate (usually the…
A credit derivative that has a set of tranches as underlying credit. The the holder receives a spread payment in...
A contingent premium option in which premium is only paid at expiration date. The amount of the premium depends on…
