The trade on maturity dates of money market futures and money market futures options which are set by futures and options exchanges. These...
A futures contract which has an overnight index swap as underlying. An overnight index swap (OIS) futures tracks the overnight effective federal funds rate...
An abbreviation for asset swap spread; a spread that is usually paid (when necessary) by the seller of an asset swap, in addition to...
Buying a credit default swap (CDS); a long position in a credit default swap (CDS). It is equivalent to shorting credit risk, i.e., having a...
It stands for collateral value adjustment/ collateral valuation adjustment; the pricing adjustment made for a collateralized derivative. It represents the cost of...
It stands for tom next or tomorrow next; a specialized forward transaction (a type of forward swap) in the foreign...
A specialized forward transaction (a type of forward swap) in the foreign exchange markets which is used to postpone or roll...
It stands for collateral value adjustment/ collateral valuation adjustment; the pricing adjustment made for a collateralized derivative. It represents the cost of...
A straddle whose strike is equal to (or closest to) the price of its underlying asset. It is a combination of a call option and a option...
A non-standard interest rate cap in which the rate used is a swap rate with a constant maturity. For example, a CMS cap could...