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Short Turbo Certificate

A turbo certificate that aims to bet on price decreases. The participation in the downward movement of the underlying will...

Short Tracker Certificate

A tracker certificate which gain in value when the price of the underlying goes down, and vice versa. Such a...

Stepped Coupon Bond

A bond with interest coupons that change to preset levels on specific dates. More specifically, the bond pays a given...

Split Coupon Bond

A bond that is issued as a zero-coupon bond but which converts to a coupon paying bond at a specific...

Spot/Next Repo

A type of floating rate repo (variable rate repo) in which the spot/next (S/N) index is used rather than the...

Secured Overnight Financing Rate

A broad reference rate (known for short as SOFR) that measures the cost of borrowing money overnight collateralized by Treasury...

SOFR

It stands for secured overnight financing rate; a broad reference rate that measures the cost of borrowing money overnight collateralized...

SAN

It stands for step-down autocallable note; an autocallable note (a yield enhancement note) that is similar to an equity-linked note...

Step-Down Autocallable Note

An autocallable note (a yield enhancement note) that is similar to an equity-linked note (ELN), except in terms of a...

Step-Down Provision

In the context of subprime deals, it is a provision that entails the conversion of deal structure from sequential pay...