An abbreviation for total return swap; a type of credit derivative in which the two counterparties agree to exchange the...
It stands for reduced tick spread; an interest rate futures calendar spread which involves buying near-month futures and selling far-month...
It stands for reverse index amortizing rate swap; an index amortizing swap (index amortizing rate swap) that is structured in...
It stands for reverse indexed principal swap; a variant of interest rate swap which, contrary to indexed principal swaps, amortizes...
It stands for long-term structured note; a structured note whose maturity typically exceeds one year (though at times, it is...
It stands for short-term structured note; a structured note whose maturity does not typically exceed 9-12 months (though at times,...
It stands for effective spread over quoted spread; the ratio of the effective spread (share-weighted average of the execution price...
It stands for queue jumping; a practice by specific traders on an exchange who exploit sub-penny venues (SPVs) to post...
An acronym for sub-penny trading; a trading practice where brokers and dealers post orders in dark (invisible) venues and unregulated...
It stands for reverse stress testing; a stress testing that is conducted "reversely". While stress testing is a forward-looking technique...