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Broad-Based Market Index

An index that is composed of securities that represent the overall market. The index includes a sufficiently diverse set of...

CDO Index Tranche

A synthetic collateralized debt obligation (synthetic CDO) that is based on a CDS index, where each tranche is associated with...

Index Tranche

A tranche that has a tailor-made exposure to a specific segment of an index loss distribution. It allows market participants...

Index Tranche Premium

The premium on an index tranche (CDS index tranche) is the spread paid by the protection buyer that equates the...

General Price Index

A published index that provides a measure of the proportionate, or percentage, changes in the price of goods and services...

Commercial Paper Index

A fixed-income index that is calculated as the average rate at which major commercial paper dealers (issuers and resellers) offer...

BERN

It stands for buffered enhanced return note; a structured note that offers an enhanced return (upside participation) depending on the…

Broad-Based Index

An index that is composed of securities that represent the overall market. The index includes a sufficiently diverse set of...

BREN

It stands for buffered return enhanced note; a structured note that offers an enhanced return (upside participation) depending on the…

Index Futures

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