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Equity-FLEX Option

An exchange-traded stock option with non-standard features in terms of the strike price, maturity, or exercise style (American-style, European-style, etc).…

Electricity Swap

A financial contract (specifically an electricity derivative) which allows the holder to pay a fixed price for underlying electricity irrespective…

Outstanding Notional Amount

The gross nominal or notional value of all derivatives contracts that have been concluded, but still outstanding, i.e., not yet...

Eurostrip

A position in successive Eurodollar (ED) futures contracts. For example, a Eurostrip may be constructed by taking a long position…

Notional Amount Outstanding

The gross nominal or notional value of all derivatives contracts that have been concluded, but still outstanding, i.e., not yet...

Average Aggregate Notional Amount

The sum of the total outstanding notional amounts (ONA) of non-cleared derivative positions during a prespecified observation period (as prescribed...

AANA

An acronym for average aggregate notional amount; the sum of the total outstanding notional amounts (ONA) of non-cleared derivative positions...

Electric Fence

A combination of a long position in a forward-delivery instrument with a long lookback put on the spot value of...

E-Mini Futures

A type of electronically traded futures contract that is smaller in size than otherwise identical futures contract. That is, an...

Extendible Put

An extendible option that allows the holder, who has the right to sell the underlying asset, to extend the maturity...