Sentences with phrase «interbank swap rates»

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That's a tough challenge for small companies whose foreign - exchange transactions are typically not large enough to qualify for the low - cost «Interbank Rates» reserved for currency swaps of more than $ 5 million.

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).

In April, BGC Partners» money broking joint venture in China, China Credit BGC, is granted product licenses approval by the People's Bank of China to offer interest rate swaps, bonds and interbank cash deposits products to Chinese and foreign banks in China.

Assume that two parties enter into a one - year total return swap in which one party receives the London Interbank Offered Rate, or LIBOR, in addition to a fixed margin of 2 %.

Interactive Brokers calculates an internal funding rate based on a combination of internationally recognized benchmarks on overnight deposits (ex: Fed funds, LIBOR) and real time market rates as traded, measured, in the interbank short - term currency swap markets, the world's largest and most liquid market.

For instance, if the London interbank offered rate is 4 % and the set interest allowance of the swap is at an 8 % premium.

Representing a European Bank over many years in a series of interbank disputes arising from the conduct, execution and settlement of derivative transactions, including, interest rates swaps, currency swaps, bonds and repo trades on Eurex, OTC options, credit default swaps, and an Argentinian MTN programme.