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reverse floating rate note

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bear floating rate note

Overview page. Subjects: Economics.

(bear FRN;

A type of floating rate note where the coupon increases disproportionately in relation to increases in interest rates (cf. leaverage). It is the opposite structure to a...

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fixed interest rate substitute transaction

Overview page. Subjects: Economics.

(FIRST).

A two-tranche issue of floating rate notes (FRN) where the combined cash flows to the issuer constitute a fixed set of payments. This can be created, for instance, by ...

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floating-rate note

Overview page. Subjects: Economics.

(FRN)

A eurobond with a floating-rate interest, usually based on the London Inter Bank Offered Rate. They first appeared in the 1970s and have a maturity of between 7 and 15 years....

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high margin security

Overview page. Subjects: Economics.

(Bonds).

A floating rate note (FRN) which has a coupon similar to an ordinary FRN if the index rate or reference rate lies below the specified level. If the index ...

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high-low floating rate note

Overview page. Subjects: Economics.

(high-low FRN).

Floating rate note with a large margin up to a cap point on the reference rate, after which the note effectively becomes a reverse floating rate note. The ...

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hybrid reverse floating rate note

Overview page. Subjects: Economics.

(Bonds).

A type of reverse floating rate note (FRN) that has an initial fixed interest element before the interest is reset in line with current market terms. The rationale is ...

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inverse floater swap

Overview page. Subjects: Economics.

An interest-rate swap in which the variable interest rate payment rises when overall interest rates fall.

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leveraged reverse floating rate note

Overview page. Subjects: Economics.

(leveraged reverse FRN).

Type of reverse floating rate note where the fixed rate is more than twice the market rate at time of issue. This gives the fixed rate leverage ...

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power bond

Overview page. Subjects: Economics.

A type of reverse floating rate note where the coupon is set in terms of a multiple of the fixed rate at issue less a multiple of the current floating ...

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Q bond

Overview page. Subjects: Economics.

(USA).

A type of collateralized mortgage obligation where the coupon is inversely related to the reference rate. That is, it behaves like a reverse floating rate note.

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reverse floating rate swap

Overview page. Subjects: Economics.

An interest rate swap structure designed to hedge the effects of a reverse floating rate note.

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reverse floating swap

Overview page. Subjects: Economics.

A type of swap where the floating rate payer's payments vary inversely with interest rates based on a high level fixed rate less a variable rate (cf. reverse floating rate note).

[...

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reverse interest rate collar

Overview page. Subjects: Economics.

A structure which provides for a fall in interest rates as rates rise and vice versa, within the interest rate collar range. It is created by combining a reverse floating ...

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structured note

Overview page. Subjects: Economics.

Non-standard securities incorporating one or more embedded derivatives providing the holder with exposure to interest rates, foreign currencies, a commodity, or and index. See...

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yield curve adjustable notes

Overview page. Subjects: Economics.

(YCAN) (Bonds).

Another term for a reverse floating rate note.

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yield curve note

Overview page. Subjects: Economics.

Another name for a reverse floating rate note commonly used in the USA (cf. bear floating rate note; bull floating rate note).

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