ABBREVIATIONS
| ACT | Association of Corporate Treasurers |
| ALM | Asset & Liability Management |
| ATM | At-the-money |
| BBA | British Bankers Association |
| BPV | Basis Point Value |
| CBOT | Chicago Board of Trade |
| CD | Certificate of Deposit |
| CDS | Credit Default Swap |
| CGO | Central Gilts Office |
| CME | Chicago Mercantile Exchange |
| CMO | Central Moneymarkets Office |
| CMTM | Current Mark-To-Market |
| CP | Commercial Paper |
| CRND | Commissioners for the Reduction of the National Debt |
| CTD | Cheapest-To-Deliver |
| DBV | Delivery By Value |
| DMO | Debt Management Office |
| DVP | Delivery Versus Payment |
| EDSP | Exchange Delivery Settlement Price |
| FRA | Forward Rate Agreement |
| FSA | Financial Services Authority |
| FXA | Forward Exchange Agreement |
| G7 | Group of Seven |
| GC | General Collateral |
| GDP | Gross Domestic Product |
| GEMM | Gilt-Edged Market Maker |
| GIC | Guaranteed Investment Contract |
| GNP | Gross National Product |
| GRY | Gross Redemption Yield |
| ICMA | International Capital Markets Association |
| IDB | Inter-Dealer Broker |
| IG | Index-linked Gilt |
| IRR | Implied Repo Rate |
| ISDA | International Swaps and Derivatives Association |
| LCH | London Clearing House |
| LIBID | The London Interbank BID rate |
| LIBOR | London Inter-Bank Offer Rate |
| LIFFE | London International Financial Futures Exchange |
| LND | Last Notice Day |
| LSE | London Stock Exchange |
| LTD | Last Trading Day |
| MACD | Moving Average Convergence/Divergence |
| MBS | Mortgage-Backed Security |
| NPV | Net Present Value |
| O/N | OverNight |
| OTC | Over-The-Counter |
| p&l | Profit & loss |
| REPO | Sale and repurchase ... |
Get The Futures Bond Basis, Second Edition now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
