Colloquial for rollover CD; a short-term certificate of deposit (CD), usually with a 6-month maturity, where the issuer reissues or...
It stands for Eurodollar futures; a futures contract on a Eurodollar interest rate such as the 3-month (90-day) Eurodollar interest...
It stands for Eurodollar option; a money market futures option which is based on Eurodollar futures. It is among most...
A collared FRN in which the caplet/ floorlet strikes increase at particular intervals/ increments (and hence the ratchet feature). The...
An abbreviation for odd-lot trading ratio; the average daily odd-lot trading divided by total market volume for the day. In...
An at-the-money option, that is, an option which has a strike price equivalent or approximately equal to the underlying asset's...
It has many meanings depending on context. In accounting and finance, it stands for expected value, i.e., the amount an...
It has many meanings in different contexts. It may stand for nominal value; a measure of value of assets and...
Selling a credit default swap (CDS); a short position in a credit default swap (CDS). It is equivalent to longing...
It stands for lifetime expected credit losses; the expected credit losses (ECL) that would result from all possible default events...