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Digital Accrual Note

An accrual note which pays a fixed coupon on a daily accrual basis if the daily floating rate (LIBOR) fixing...

Marathon Bond

A drachma- denominated bond that was issued by a non-resident (non-Greek entity) in the Greek domestic market. A marathon bond...

Multi-Barrier Protected Note

A protected note that is embedded with a series of multiple barrier options. This structure is meant to potentially provide...

Term Repo

The basis type of repo (also a vanilla repo or a classic repo) that has a fixed term to maturity,...

Matador Bond

A bond that was issued on the Spanish market, denominated in a currency other than the peseta. In this sense,...

FDO

It stands for forward-starting CDO; a single-tranche CDO (an exotic CDO product) with a premium starting at a pre-specified time...

Callable Repo

A term repo transaction in which the repo rate is fixed, while the lender of cash has the right to...

Structural Leverage

Broadly speaking, it is the use of leverage in the structure of an investment. It is a structural component of...

Geared Reverse Convertible

An equity structured product (and a reverse convertible) that provides participation leverage (gearing) with no guarantees as to potential downside...

USGG3YR

The index of US government bonds with a 3-year maturity (3-year bonds/ notes or in general 3-year treasuries). It measures...