A futures option, usually traded on the CBOT, which gives the holder the right to enter into a futures contract…
An index principal swap in which the floating rate leg is based on the treasury bill auction rate (usually the…
A capped option that constitutes a long call position in which a cap is placed on the maximum payout of…
A trading irregularity which constitutes an illegal practice where a group of investors takes an influential long position in futures,…
In the US, an interest rate swap in which the floating rate leg is referenced to the Cost of Funds…
A constant maturity credit default swap (CMCDS) in which the rate is capped at a specific level. This swap combines…
A KIKO option that enables currency traders to sell a specific currency at a fixed exchange rate against another currency…
A neutral option strategy (broadly a short butterfly) that is based on three legs involving selling a low strike call,…
An exchange-traded option on a futures contract whose underlying is the CBOE volatility index. It has an American-style exercise, i.e.,...
It stands for noon average rate contract, which is by definition an average rate option (ARO) or average rate forward...