An over-the-counter option that is cash-settled based on the settlement price of a similar exchange-traded futures contract on a certain...
An over-the-counter (OTC) swap that is cash-settled based on the settlement price of a similar exchange-traded futures contract on a...
A type of inflation derivative; an inflation-indexed swap which has both cash flow legs paying out on maturity. This swap...
An option trading strategy which is constructed by buying from three and up to eight put options. In this strategy,...
An option leverage that measures the sensitivity of a call option’s price to changes in the underlying price. In other...
A low premium option (specifically a put) which allows the holder to participate in an upside movement with a gradually...
An option which expires after more than a year (e.g. 1, 2 or 3 years). Traders buy long-dated options with...
A long-term swap agreement between two parties to exchange two different sets of cash flows for a minimum of time...
Adjusting the strike price of an OTC option by the amount of dividends paid on the underlying asset/ stock. This...
A path-dependent option which is parameterized by a finite knock-in (knock-out) rate. The payoff at expiration is equal to that...