Filter by Categories
Accounting
Banking

Commodity Semi-Fixed Swap

A semi-fixed swap which allows oil consumers to swap into a lower rate if prices go below a specific trigger...

Crack Spread

A commodity trading strategy which involves the purchase of crude oil futures and the simultaneous sale of gasoline and heating...

Crack Spread Swap

A commodity swap which allows a refiner to hedge against a narrowing spread between crude oil prices and the prices...

Crack Swap

A commodity swap that calls for the payment of the spread between crude oil and a specific basket of "cracked"...

Fixed Price Swap

A swap that is used to fix the price of a given commodity such as jet fuel or gas. It...

Cash-Settled Swap

A swap (usually a commodity swap) in which two counterparties agree a price and a quantity of an underlying asset...

Backwardation Swap

A commodity swap in which two counterparties exchange cash flows based on two prices: the sport price and the future...

Partial Fill Plus Option Swap

Mostly, a commodity swap with an option-like feature where one counterparty receives an above-market fixed rate and pays the at-market...

Commodity Index Swap

A commodity swap which has a commodity index as underlying. In this swap, cash flows are intended to replicate the commodity index. The...