An energy swap that involves the exchange of the dark spread, i.e., the variable primary energy price of coal and...

A forward contract (forward), particularly a structured forward on a metal commodity (e.g., gold), which fixes the corresponding spot rate...

An interest rate derivative whose payoff is inversely related to changes in interest rates. Principally, inverse floating rate notes are...

A forward contract has no value at the time it is first entered into (i.e., its net present value is...

An option that confers on the holder, being the payer of the fixed rate, the right to enter into an...

The gain attained or the loss incurred by the holder of a forward contract at delivery date. In general, the...

A hybrid combination of various types of derivatives (e.g., a forward contract with an option). Examples include: a knock-out forward,...

It stands for capped index options which are exchange-traded options with a European exercise in which a maximum level is...

A clause in an option contract providing that the contract will be exercised automatically by the clearing firm at expiration...

A capped call (or specifically an automatic cash-out option) whose payoff is a specific maximum level and which will automatically...