Finance
Repurchase Agreement
November 18, 2020
Derivatives
Corridor Accrual Swap
November 19, 2020

An option contract that grants the holder the right, without the obligation, to buy or sell a money market futures contract at a certain price by a specified expiration date. The money market options are currently traded on three-month treasury bill futures, three-month Eurodollar/ Euribor futures, and one-month Eurodollar/ Euribor futures.

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