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USGG3M

The index of US government bonds with a 3-month maturity (3-month notes or in general 3-month treasuries). It measures the...

CP

It stands for commercial paper, which is a written instrument that constitutes short-term obligations with maturities ranging from 2 to…

CP Index

An abbreviation for commercial paper index, which is a fixed-income index calculated as the average rate at which major commercial…

QE

A form of financing that has the characteristics of both debt and equity, and hence appears as a distinct element...

QE Instrument

An instrument that possesses and exhibits the features of quasi-equity (QE)- that is, the features (certain features) of both equity...

B&B

It stands for bed and breakfast; the functional, but not necessarily the economic, equivalent of an overnight repurchase agreement (repo)....

Euribor

It stands for Euro interbank offered rate; an interest rate that is based on the average interest rates at which...

SOFR Swap

A swap that entails payment of a fixed-rate on an annual, Act/360 basis by one counterparty against payment (by the...

Tranche ONA

It stands for tranche outstanding notional amount; with respect to a tranche, it is the original tranche size reduced by...

BUV

It stands for breakup value (break-up value); the market value of the components (lines of business, divisions, units, etc.) of...