A combination of an index swap with a total return swap (TRS) whereby one counterparty agrees to exchange the total...

A combination of an index swap with a total return swap (TRS) whereby one counterparty agrees to exchange the total...

A swap which entails the exchange of the total rate of return of a bond market, or a segment within...

A swap in which one leg or both pay off the total return on a blended index. The underlying blended...

An equity index swap in which the equity return is linked to the greater of two stock indexes. For example,...

A futures contract which has an overnight index swap as underlying. An overnight index swap (OIS) futures tracks the overnight effective federal funds rate...

A futures contract which has an overnight index swap as underlying. An overnight index swap (OIS) futures tracks the overnight effective federal funds rate...

A commodity swap which has a commodity index as underlying. In this swap, cash flows are intended to replicate the commodity index. The...