Sentences with phrase «including swap spreads»

The order also said that Citibank «through its traders, bid, offered, and executed trades in targeted interest rate products, including swap spreads and U.S. Treasuries, in a manner designed — including in timing and pricing — to influence the published USD ISDAFIX.»

Not exact matches

Now they utilize a whole range of different measurements, which can include credit default swap spreads and profitability.

This includes hedging techniques, such as using futures, options and swap spreads to speculate on rising (or falling) rates along certain parts of the yield curve, or on specific bond classes or credit ratings.