Sentences with phrase «swap rates reflect»

Swap rates reflect AA counterparties.

Not exact matches

Market contacts have reported that it also reflects the relatively high level of swap rates — a common benchmark for price - makers» funding costs — for reasons related more to the demand for funds than to credit concerns.

Adjusted EBITDA and segment Adjusted EBITDA reflect adjustments for interest expense, net, income tax expense (benefit), depreciation and amortization, including accelerated depreciation, and the following adjustments discussed above: non-cash mark - to - market adjustments and cash settlements on interest rate swaps, provision for legal settlement, transaction costs and integration costs, restructuring and plant closure costs, assets held for sale, inventory valuation adjustments on acquired businesses, mark - to - market adjustments on commodity and foreign exchange hedges and foreign currency gains and losses on intercompany loans.

The interest rate paid on the credit - linked note reflects the creditworthiness of the company underlying the credit default swap.

In the case of a portfolio credit - linked note, the rate reflects the combined creditworthiness of a portfolio of companies underlying the credit default swap rather than a single company.

This largely reflects the earlier rise in the cost of funding fixed - rate loans, evident in higher swap rates.

Rather, the increase in spreads appears to reflect both tightness in the Commonwealth Government bond market (where supply remains limited and demand by foreign investors appears to have increased) and upward pressure on swap rates (one benchmark against which corporate bonds are priced) as companies have sought to lock in fixed - rate borrowings due to expected increases in interest rates.

Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest - rate swap sectors where effective duration is displayed.

A gap between credit default swap rates and bond yields reflects that.

Ontario's Liberal Premier, Dalton McGuinty, might want to reflect on the British experience as he ponders NDP Leader Andrea Horwath's offer to swap New Democrat votes for a higher marginal tax rate for Ontarians with taxable incomes greater than $ 500,000.

Swap rates suggest what the market expects the direction of LIBOR rates to be; and reflect the market's perception of credit quality.