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Equity-Linked Bond

An equity derivative, essentially a fixed-income security, whose coupon and/ or final principal repayment is/ are pegged to the return...

ONA

It stands for outstanding notional amount; the gross nominal or notional value of all derivatives contracts that have been concluded,...

Eurodollar Futures Stack Hedge

A stack hedge that uses Eurodollar futures. The hedger stacks a number of these futures for subsequent periods in one…

Equity-FLEX Option

An exchange-traded stock option with non-standard features in terms of the strike price, maturity, or exercise style (American-style, European-style, etc).…

Electricity Swap

A financial contract (specifically an electricity derivative) which allows the holder to pay a fixed price for underlying electricity irrespective…

Outstanding Notional Amount

The gross nominal or notional value of all derivatives contracts that have been concluded, but still outstanding, i.e., not yet...

Eurostrip

A position in successive Eurodollar (ED) futures contracts. For example, a Eurostrip may be constructed by taking a long position…

Notional Amount Outstanding

The gross nominal or notional value of all derivatives contracts that have been concluded, but still outstanding, i.e., not yet...

Average Aggregate Notional Amount

The sum of the total outstanding notional amounts (ONA) of non-cleared derivative positions during a prespecified observation period (as prescribed...

AANA

An acronym for average aggregate notional amount; the sum of the total outstanding notional amounts (ONA) of non-cleared derivative positions...