Sentences with phrase «indexed swap rate»

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).

Syria, Russia say Israel launched missile strike on Syrian air base Wall St Journal Hungary's nationalist prime minister wins third term in power: Reuters Trump predicts China will blink first in trade dispute with US: Bloomberg Trump administration officials soften tone on trade dispute with China: WSJ N. Korea says it will discuss denuclearization: NY Times Kudlow: White House considering plans to undo parts of spending bill: Wash Exam US hiring growth slowed sharply in March: Bloomberg German industrial production fell by the most in over 2 years in Feb: Reuters Forward curve for 1 month overnight indexed swap rate inverts: Bloomberg Many US state govts struggling with weak revenue growth: The Economist

Not exact matches

If you like, you could further magnify the returns by shorting house price indexes or buying default swaps on the regions we heavily target or shorting the banks that have significant exposure in those regions as we would be increasing their default rate (note — need to investigate the short aspect for legality).

Also shown for comparison is a three - month overnight index swap quote for the effective federal funds rate.

The currency of the swap determines the price index that is used to calculate the rate of inflation.

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.

We went from > 80 % implied odds of rate cut next week in overnight index swaps to just above 40 % in about an hour.

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.

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.

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.

All futures and options on futures trading - which includes such product areas as short - term interest rate and swap products, bonds, equity options, stock indexes, commodity and FX instruments - are transacted on a single electronic trading platform, LIFFE CONNECT, with central margining and clearing provided by ICE Clear Europe.

Total - return swaps involve only an exchange of the returns on their underlying indices (namely, a stock index against a short - term interest - rate index) at a pre-determined frequency.

The SIFMA Municipal Swap Index rate (an index of 7 - day average maturity) spiked significantly from 44 basis points to 87 basis points as of OctobIndex rate (an index of 7 - day average maturity) spiked significantly from 44 basis points to 87 basis points as of Octobindex of 7 - day average maturity) spiked significantly from 44 basis points to 87 basis points as of October 5.

The following instruments are excluded from the Index: structured notes with embedded swaps or other special features; private placements; floating rate securities; and Eurobonds.

This portfolio invests in derivative instruments such as swaps, options, futures contracts, forward currency contracts, indexed and asset - backed securities, to be announced (TBAs) securities, interest rate swaps, credit default swaps, and certain exchange - traded funds that involve risks including liquidity, interest rate, market, currency, counterparty, credit and management risks, mispricing or improper valuation, low correlation with the underlying asset, rate, or index and could lose more than originally invested.

Excluded from the Index are non-corporate bonds, structured notes with embedded swaps or other special features, bonds with equity - type features (e.g., warrants, convertibility), floating - rate issues, Eurobonds, defaulted bonds, zero coupon bonds and payment in kind securities.

It gains exposure to asset classes by investing in more than 100 futures contracts, futures - related instruments, forwards and swaps, including, but not limited to, equity index futures and equity swaps; bond futures and swaps; interest rate futures and swaps; commodity futures, forwards and swaps; currencies and currency futures and forwards, either by investing directly in those Instruments, or indirectly by investing in the Subsidiary that invests in those Instruments.

The Fund invests primarily in real return instruments, including short - and intermediate - term TIPS, as well as floating - rate loans, asset - backed securities (ABS) and commercial mortgage - backed securities (CMBS) where interest payments on the floating - rate loans and ABS / CMBS are swapped for those based on changes in the U.S. Consumer Price Index (CPI).

The overnight index swap (OIS) is a broadly comparable rate in the US.

In modern (financial) markets, «producers» of interest rate swaps or equity derivative products will use financial futures or equity index futures to reduce or remove the risk on the swap.

The daily marked - to - market value of a swap is based upon the daily performance of the reference index, which is calculated on a total - return basis • The counterparty to a swap in a Horizon's TRI ETF must maintain the following minimum long - term debt credit rating: A (DBRS), A (Fitch), A2 (Moody's), A (Standard & Poor's).

Structured notes with embedded swaps or other special features, as well as private placements, floating - rate securities, and Eurobonds are excluded from the Index.

As with currency pair swaps, when commodity or index positions are held by clients overnight there is a rate charged as follows:

Major global banks and brokers may have already paid in the region of $ 20 billion of fines and litigation expenses for Libor and forex rigging but the pay outs are set to increase from a rising tide of legal claims in relation to these offences and the manipulation of indices such as ISDAFix, the global benchmark for fixed interest rate swaps.

Responsible for processing Stocks, Bonds, Credit Default Swaps, CME (Chicago Mercantile Exchange - interest rates, currency, equities, stock indices, futures)

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

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 expected interest rate is the summation of the 10 - year Libor swap rate and the lender's index margin.