Sentences with phrase «index swaps»
The phrase "index swaps" refers to a type of financial agreement where two parties exchange the returns or cash flows of different market indexes. It allows investors to hedge against fluctuations in specific indexes or speculate on the performance of those indexes without directly owning them. In simple terms, it is like trading the potential gains or losses of certain groups of stocks or assets with another person. Full definition
We went from > 80 % implied odds of rate cut next week in overnight index swaps to just above 40 % in about an hour.
ello.co
The likelihood of an interest - rate increase in Canada by the end of the year was at 41 percent on Wednesday, according to overnight index swaps data compiled by Bloomberg.
According to Clarus Financial Technology, this was mostly activity in US dollar overnight indexed swaps around the March FOMC meeting.
«To achieve this in the synthetic credit portfolio [of things like index swaps and credit derivatives], the CIO could have simply reduced its existing positions; instead, starting in mid-January, it embarked on a complex strategy that entailed adding positions that it believed would offset the existing ones.
Chances of a rate hike in January fell to 28 per cent from 41 per cent before the announcement, the overnight index swaps market indicated.
Trade capturing and settlements of all interest rate derivatives and other derivative products such as credit default swaps, ETD derivatives, bond options, swaptions and credit default index swaps in custody accounting.
The market - implied odds of a December rate increase have slid to less than 50 percent, versus as high as 80 percent last month, according to overnight index swap data compiled by Bloomberg, fueled by a slew of weak data prints.
The spread between the three - month dollar Libor and three - month overnight indexed swap rates is at its highest since May 2009.
The market - implied probability of a hike next month is about 68 per cent, according to overnight indexed swap data compiled by Bloomberg.
As of publishing, the overnight index swaps are pricing in a 51 % chance of a cut.
3 - month interbank interest rates in Australia peaked at over 7 per cent in mid September, more than 50 basis points above the corresponding rate that measures expectations of the cash rate (the overnight indexed swap rate: OIS)(Graph 2).
As the RBA's operational target for monetary policy and the reference rate for OIS (overnight index swap) and other financial contracts, the cash rate is the risk - free interest rate benchmark for the Australian dollar.
«OIS» is an the «overnight indexed swap» rate.
«Overnight - indexed swap (OIS) pricing suggests financial markets also hold this view.
Single currency portfolios seek to profit by investing in a single currency through the use of short - term money market instruments, cash deposits, and derivatives, such as forward currency contracts, index swaps, and options.
Multicurrency funds seek to profit by investing in an array of global currencies through the use of short - term money market instruments, cash deposits, and derivatives, such as forward currency contracts, index swaps, and options.
The overnight index swap (OIS) is a broadly comparable rate in the US.
Equity related and / or derivative instruments are investments that provide exposure to the performance of equity instruments, including equity swaps (both single - name and index swaps), equity index futures and exchange - traded - funds and similar pooled investment vehicles (collectively, «Equity Derivative Instruments» and together with Equity Instruments, «Instruments»).
Gathered the requirements for the customization of the Front office Trading application encompassing Derivative instruments including Vanilla Swaps, Futures, Credit Default Swaps, Warrants, convertible Bonds, Index Swaps, Interest Rate Swaps, Bond Options, FX etc