A standardized, exchange-traded contract to buy or sell a money market security at a set price on a particular future...

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

A financial contract whose proceeds, characteristics and value depend on (and so are derived from) the proceeds, characteristics and value...

A financial instrument whose performance, characteristics and value depend on (and so are derived from) the performance, characteristics and value...

A cross-currency, cash-settled futures contract which has an underlying denominated in one currency (e.g., a foreign currency) and is settled...

A multi-asset derivative whose components don’t belong to the same asset class. In general, financial derivatives can be divided into...

The risk that arises because of the duration of the floating leg of a swap. This occurs because once the...

The risk that arises in case of hedging an asset with another using futures while the two are not identical...

Hedging a cash (spot) commodity or security with a futures contract where the underlying commodity is similar but not identical...

The hedge that involves using a cash (spot) commodity or security with a futures contract where the underlying commodity is...