It stands for single-name credit default swap; a type of credit default swap (CDS) where there is only one reference...
An abbreviation for non-equity option; an option that is written on foreign currencies, bonds, and other debt issues, commodities, metals…
The price differential between ten-year Treasury note futures and Treasury bond futures. Realizing profits from taking a view on this…
An FRN that is embedded with caps or collars (caps and floors) so that the floating rate movement (adjustment) is…
It stands for gas-at-the-pump futures. It is a futures contract in which the underlying is the retail price of gasoline.…
A common option cycle which constitutes a series of option contracts that have the same terms and features and expire…
It stands for United Currency Options Market. A proprietary system which was introduced by the Philadelphia Stock Exchange (PHLX) to…
It stands for tranche-loss credit default swap; a basket-linked credit default swap(basket-linked CDS) which protects the buyer (the long) from…
A forward contract which obliges the holder to buy or sell a basket default swap (BDS) at a specified time…
It stands for exchange-traded option; an option (exchange-traded derivative) that trades on organized and regulated exchanges, as opposed to options…