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Electricity Forward

A forward contract whereby one counterparty is contractually obliged to buy from, or sell to, another counterparty a fixed amount...

CCR

It stands for counterparty credit risk; the risk that a counterparty to a derivative contract may be unable or unwilling...

Advanced Premium Forward

A forward contract/ futures contract that has a flat/ constant contango over the course of its lifespan. Contango occurs when...

Stabilized Contango Contract

A forward contract/ futures contract that has a flat/ constant contango over the course of its lifespan. Contango occurs when...

Forward Contract Valuation

A forward contract has no value at the time it is first entered into (i.e., its net present value is...

KO Forward

A forward contract which has a knock-out (KO) barrier, allowing the holder whereby to avoid unfavorable moves in spot price...

Constant Contango Forward

A forward contract/ futures contract that has a flat/ constant contango over the course of its lifespan. Contango occurs when...

Zero-Cost Range Forward Contract

An option combination strategy that involves the purchase of out-of-the-money calls and the sale of out-of-the-money puts, whereby the net...

GER Forward Contract

It stands for guaranteed exchange rate forward contract; a quanto forward whose underlying is a foreign stock and whereby the...

Credit Forward Contract

A credit derivative which constitutes a forward contract on a credit spread. More specifically, it is a single-period OTC contract...