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Swap Futures Option

An option on a swap futures. This option replicates the European-style convention of an OTC option with exercise taking place...

Backwardation Swap

A commodity swap in which two counterparties exchange cash flows based on two prices: the sport price and the future...

Real Rate Swap

A CPI-linked swap where counterparties exchange a floating nominal rate like LIBOR on an annual basis against an inflation-indexed bond...

RPI Swap

A swap which involves an exchange of interest calculated by reference to the Retail Prices Index (RPI) and another reference...

Bond Futures Option

A futures option in which the underlying of the underlying futures is a bond. In more specific terms, a bond...