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Exploding Delta

A state of the delta of an option which makes the variation of an in-the-money option's hedge ratio extremely wide just prior to expiration. It is...

Pin Risk

The risk that arises when the price of an asset underlying an option approaches its strike price as it gets closer to expiration date. This is...

Futures

An exchange-traded contract (and a derivative) whereby the holder is under obligation to buy or sell a specific asset (security or commodity) for a predetermined...

Futures Contract

An exchange-traded contract (and a derivative) whereby the holder is under obligation to buy or sell a specific asset (security or commodity) for a predetermined...

Pass-Through Order

A trading order that remains in a designated venue for a single matching cycle and after completion of the cycle any unfilled portion will be routed...

FX Target Redemption Note

A long-dated FX product which allows counterparties to link to floating-rate benchmarks in the funding currency. This target redemption note (TARN), as the...

Foreign Exchange Target Redemption Note

A long-dated FX product which allows counterparties to link to floating-rate benchmarks in the funding currency. This target redemption note (TARN), as the...

FX-TARN

An abbreviation for foreign exchange target redemption note (also termed: FX target accrual redemption note); a long-dated FX product which allows counterparties to link to...

Investment Risk Reserve

A reserve that is created by an Islamic bank by appropriating a specific amount out of the income of investment...

IRR

It stands for investment risk reserve; a reserve that is created by an Islamic bank by appropriating a specific amount out of...