Sentences with phrase «at swap spreads»

Much, but not all of the upset in the lending markets (which, if you look at swap spreads, the current manifestation of the crisis seems to be passing — down 4 basis points today), is from deflating values in housing.

Not exact matches

The resulting increase in corporate bond issuance has pushed up swap spreads, with the spread on US 10 - year (bank / government) swaps, for example, recently at its highest level for several years (Graph 7).

The 10 - year swap spread in the United States, for example, has increased in 2000 by about 50 basis points, to a level higher than at the time of disruptions in markets during the LTCM crisis in 1998.

By targeting an enzyme that bacteria use to swap genetic material, researchers at the University of North Carolina at Chapel Hill, have stopped the microbes» ability to spread, among other advantageous mutations, resistance to antibiotics.

Given the smaller move down in T - bill yields, 14 basis points, that would leave the TED spread at 132 basis points, which is still quite high, and higher than the 10 - year swap spread.

A risky borrower may enter a swap with bank A, which then takes an offsetting swap position with bank B (earning a bit of the credit spread as its compensation), and so on, with a cheerful money market investor at the end of the chain holding a safe, government backed security, oblivious to the chain of counterparty risk in between.

Through options and swaps, which have larger bid - ask spreads, maintaining the leverage is at low cost is tough.

John Jansen used to complain about the 30 - year swap spread, but now we are negative at 10 and 7 years as well, and 5 years is not far away at +7 basis points.

Our debt ratings utilize fixed income market data such as bond - implied gaps and credit default swap spreads as well as traditional credit analysis to arrive at a debt rating that we feel is more accurate and timely than conventional debt ratings.

Finally, at the execution stage, the project's software will scan cryptocurrency markets in order to obtain the following data: token, token futures and token swaps prices, swap / borrow rates, bid / ask spreads, commissions / rebate rates.

Triple - A spreads, which were at swaps plus 42 basis points in mid-July, could widen beyond the levels of the J.P. Morgan - Wachovia offering if general business anxiety continues.

Says Peter Horos, a regional manager at Allstate: «There will be a lot of investor demand if triple - A spreads go as wide as interest - rate swaps plus 50 basis points.»

The benchmark class for the year's final conduit, UBSCM 2017 - C7, priced at a spread of 87 basis points more than swaps.

At their tightest, benchmark bonds (those with 10 - year lives and the highest possible ratings) were printing at spreads of less than 25 basis points more than swapAt their tightest, benchmark bonds (those with 10 - year lives and the highest possible ratings) were printing at spreads of less than 25 basis points more than swapat spreads of less than 25 basis points more than swaps.