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SC Repo

A repo agreement in which a special collateral (SC) is posted by the borrower as requested by the lender, who...

SC

It stands for special collateral; a specifically determined and specified collateral in a repo transaction. In this transaction, the underlying...

GC

It stands for general collateral; broadly, it is a category of collateralized securities (known as eligible collateral) with identical credit...

GC Repo

An abbreviation for general collateral repo; a repo agreement in which the lender of cash accepts any securities that are not special...

MOC Algo

A trading algorithm (algo) that targets the closing price, and hence the name “market-on-close (MOC) algo”. This algorithm allows electronic traders to capture the last...

M2M

It stands for marking to market; the practice which is used to revalue a financial instrument, in general. In the...

MTM

It stands for marking to market; the practice which is used to revalue a financial instrument, in general. In the...

FVTOCI

It stands for fair value through other comprehensive income; the gains/ losses resulting from assets measured at fair value due...

FVOCI

It stands for fair value through other comprehensive income; the gains/ losses resulting from assets measured at fair value due...

Municipal IRS

An interest rate swap in which one party pays a fixed interest rate and receives floating-rate interest payments based on the...