A form of volume-weighted average price (VWAP) that relates the dollar volume traded to the corresponding volume over the period of...

A form of volume-weighted average price (VWAP) in which all orders filled over the entire trading day are considered in the...

The trade on maturity dates of money market futures and money market futures options which are set by futures and options exchanges. These...

A certificate of deposit (CD) that is linked to the performance of some market variable, specifically the price of a stock or a basket of...

A futures contract which has an overnight index swap as underlying. An overnight index swap (OIS) futures tracks the overnight effective federal funds rate...

It stands for all or none; an order (trading order) that is placed along with a stipulation that it cannot...

It stands for all or none; an order (trading order) that is placed along with a stipulation that it cannot...

An abbreviation for asset swap spread; a spread that is usually paid (when necessary) by the seller of an asset swap, in addition to...

Buying a credit default swap (CDS); a long position in a credit default swap (CDS). It is equivalent to shorting credit risk, i.e., having a...

It stands for collateral value adjustment/ collateral valuation adjustment; the pricing adjustment made for a collateralized derivative. It represents the cost of...