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Treasury Bond Futures Option

A bond futures option, usually traded on the CBOT, which gives the holder the right to enter a futures contract…

Treasury Note Futures

A futures contract in which the underlying is a treasury note. This contract is mainly used by investors seeking to…

Treasury Note Futures Option

A futures option, usually traded on the CBOT, which gives the holder the right to enter into a futures contract…

Cornering the Market

A trading irregularity which constitutes an illegal practice where a group of investors takes an influential long position in futures,…

Cash Futures Swap

A transaction that involves simultaneously taking a cash position and futures position on the same underlying. That means, a position taken…

Interest Rate Futures Option

A futures option whose underlying is a specific interest rate. The holder of such an option, by exercising it, obtains…

Index Futures

A futures contract whose underlying is a stock index (such as the S&P 500 in the United States). This contract...

PCFP

It stands for put-call-futures parity; the relationship between the prices of calls (call options), puts (put options), and futures (futures…

Implied Duration

The duration of the deliverable or underlying bond of a futures contract that is used as an estimate of the…

Narrow-Based Futures

An index which consists of futures contracts on a small set of stocks related to a specific sector (such as…