Sentences with phrase «on swap rates»

Rather, the increase in spreads appears to reflect both tightness in the Commonwealth Government bond market (where supply remains limited and demand by foreign investors appears to have increased) and upward pressure on swap rates (one benchmark against which corporate bonds are priced) as companies have sought to lock in fixed - rate borrowings due to expected increases in interest rates.

Not exact matches

DeCicco is responsible for all of BlackRock's interest - rate derivative trading execution out of New York, which includes all swaps, swaptions, and options on futures.

* For graphs of historic Euribor and EONIA swap rates, right click on the links in angle brackets below, and select «Related Graph» 1 week 2 week 3 week 1 month 2 month 3 month 4 month 5 month 6 month 7 month 8 month 9 month 10 month 11 month 1 year

* For a table of the previous day's fixings of EONIA swap rates, which show market expectations for future overnight lending rates, double click on

«Requiring the banks to pay treble damages to every plaintiff who ended up on the wrong side of an independent Libor ‐ denominated derivative swap would, if appellants» allegations were proved at trial, not only bankrupt 16 of the world's most important financial institutions, but also vastly extend the potential scope of antitrust liability in myriad markets where derivative instruments have proliferated,» the U.S. Court of Appeals in New York said in the ruling.A U.S. appeals court on Monday revived private antitrust litigation accusing major banks of conspiring to manipulate the Libor benchmark interest rate, in a big setback for their defense against investors» claims of market - rigging.

Represents loss on early extinguishment of debt and non-cash interest expense related to losses reclassified from accumulated other comprehensive income (loss) into interest expense in connection with interest rate swaps settled in May 2015.

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).

Tax cuts on wealth are promoted as if they will be invested rather than used to pay the financial sector more interest or be gambled on currencies and exchange rates, interest rates, stock and bond prices, credit default swaps and kindred derivatives.

Assuming a 35 percent tax rate on corporate capital gains, the swap could save Berkshire more than $ 1 billion, on top of tax savings from two similar transactions earlier this year.

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.

For example, an interest rate swap is a derivative whereby two parties exchange, or «swap,» interest payments on a bond; one side might get a constant 3 percent each payment period, while the other gets the LIBOR rate (a benchmark rate that some banks charge each other for short - term loans).

The odds of a September rate cut have risen to 31 percent from 18 percent a week ago based on trading in swaps markets.

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

Immediate credit challenges include potential draws on liquidity associated with rating triggers embedded in the city's letters of credit (LOCs), standby bond purchase agreement (SBPA), lines of credit, direct bank loans, and swaps [Oops — banks can and should pull the plug].

Net income rose $ 36.7 million versus a year ago, to $ 82.1 million, but was helped by an after - tax gain of $ 13.3 million in extinguishment of a tax - receivable liability and a $ 14.3 million gain on interest - rate swaps.

Finland and Poland outlawed derivatives based on interest rate swaps.

After Austria's state - owned railroad, in 2009, reported a $ 1.3 billion loss caused by writing down the value of interest rate swaps, it successfully sued Deutsche Bank on the grounds that the lender had not disclosed the risks associated with the derivative.

Milan, in March 2012, settled its civil claims on interest rate swaps against Deutsche Bank, UBS, and JPMorgan Chase for 455 million Euros.

I have used a fall in exports to show how constrained Beijing's policy choices are, but I could just have easily done the same using as an example any change in the currency regime, the reform of the hukou system, the de-industrialization of the bankrupt northeast provinces, the development of the OBOR and Silk Road projects, changes in interest rates or minimum reserves, protecting the stock market from crashing, the provincial bond swaps, changes in the tax regime, improving energy and environmental policies, and so on.

On Sept. 19, following PDVSA's initial proposal, Standard & Poor's lowered the company's credit rating to CC from CCC, calling the one - for - one swap offer a «distressed exchange.»

In the second step, the model estimates the appropriate discount rate for the security, which in the case of RMBS is expressed as a trading margin — the difference between the yield on the RMBS and the Australian dollar swap rate for the tenor corresponding to the WAL of the RMBS.

Spreads between corporate bond yields and swap rates and the premia on credit default swaps have fallen slightly over the period, and are very low by historical standards (Graph 44).

The odds of a rate hike at the Bank of Canada's next meeting on Jan. 17 soared to 70 per cent, from 40 per cent yesterday, based on trading in the swaps market.

Adjusted EBITDA and segment Adjusted EBITDA reflect adjustments for interest expense, net, income tax expense (benefit), depreciation and amortization, including accelerated depreciation, and the following adjustments discussed above: non-cash mark - to - market adjustments and cash settlements on interest rate swaps, provision for legal settlement, transaction costs and integration costs, restructuring and plant closure costs, assets held for sale, inventory valuation adjustments on acquired businesses, mark - to - market adjustments on commodity and foreign exchange hedges and foreign currency gains and losses on intercompany loans.

The interest rate paid on the credit - linked note reflects the creditworthiness of the company underlying the credit default swap.

Net earnings and net earnings available to common shareholders included a $ 265.3 million one - time income tax net benefit, a $ 53.2 million gain primarily related to non-cash mark - to - market adjustments on interest rate swaps and a $ 37.6 million loss on extinguishment of debt, each of which are discussed later in this release and were treated as adjustments for non-GAAP measures.

Net earnings and net earnings available to common shareholders included a $ 50.5 million gain primarily related to non-cash mark - to - market adjustments on interest rate swaps, which is discussed later in this release and was treated as an adjustment for non-GAAP measures.

When advisors were asked how they've changed, most said they have shortened the duration on their bond holdings, while swapping out some bond funds in favor of floating - rate funds and preferred securities in the financial sector.

Empirical evidence for 27 markets suggests that carry on interest rate swaps has been positively...

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.

It could be a straight swap with Danny Welbeck, as the England striker is used to playing on that left flank and he does offer the tracking back and work rate that Alexis gives us and that could be important, especially against Chelsea.

But would the Boss choice to experiment my own option in the not will be difficult Aston Villa away game on Sunday to see if it will bring more balance and stability to the structure of Arsenal game, will such a swap of positions by Ozil and Ramsey affects Ozil's assists rate?

Since the crash, a down - spiral is underway in the $ 2.8 trillion municipal - funding system, in which local governments don't have the revenue to meet bond payments, they can't get new financing, municipal bond rates are rising, and, to worsen it all, crazy credit default swap deals have been foisted on localities.

The summary of terms states: «The rate of interest payable on a loan will be at a fixed rate per annum equal to the aggregate of: (a) the Margin; and (b) the Sterling 7.5 year swap rate at the date of disbursement.»

The bill removes the individual mandate to purchase insurance coverage, reduces the level of mandatory coverage, allows insurers to charge different rates based on «health status», cuts Medicaid, swaps mainly income - based subsidies for mainly age - based tax credits for those buying insurance on the individual market, and includes numerous tax cuts.

1) «Your Name» Smart Rating: 95.28 Release date: Friday, April 7, 2017 Genre: Fantasy, romance, anime Starring: Ryûnosuke Kamiki, Mone Kamishiraishi, Etsuko Ichihara Description: A teenage boy and girl embark on a quest to meet each other for the first time after they magically swap bodies.

If the film were described as a tutorial on MBS (Mortgage - backed Securities), CDO (Collateralized Debt Obligations), Credit Default Swaps, Tranches, Bond Ratings, and Sub-Prime ARMs, most people's eyes would glaze over and they would keep skimming for showtimes of other new movie releases.

We are confident this amount is sufficient to cover any potential payments on interest rate swaps, as well as other functions in the debt portfolio.

Battery swaps on the other hand are expected to cost between $ 60 and $ 80, or about what it costs to fill up the average luxury sedan with premium fuel — at current rates.

Get your computer cleaned or swap on new parts for an exclusive discounted rate.

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 bubble was a combination of (a) teaser rates on option ARMs which were like financial time bombs, (b) liar loans in which the rules of good mortgage underwriting (20 % down, 28/36 ratios) went out the window, (C) people at rating agencies who decided that if one pools enough junk loans into one bond, it's magically AAA, and (D) Credit default swaps which encouraged these bad loans, and when they collapsed a number of people walked away with billions of dollars.

Mortgage brokers lying, banks not reviewing paperwork, applying policies designed for first time buyers to 3 times as many folks buying their 2nd, 3rd, 4th etc home, appraisers giving banks whatever values they wanted on appraisals, rating agencies doing likewise for CDO's, insurers issuing credit default swaps without even a fraction of the backing needed.

A total return swap is a swap agreement in which one party makes payments based on a set rate, either fixed or variable, while the other party makes payments based on the return of an underlying asset, which includes both the income it generates and any capital gains.

Interest rate swaps are a financial mechanism used by investors to manage risk and speculate on future market performance.

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.

The debenture rate for the loan is based on market rates for U.S. Treasury yields and an additional spread (an interest rate swap rate).

AIG famously leveraged its AAA credit rating to sell (write) credit default swaps (CDS) to counterparties who wanted default protection (in many cases, on CDO tranches).

And panic there is: even with the rebound of the past two days, the stock is down 44 % since the Deepwater Horizon accident, the credit - default swap spreads have widened to all - time highs, seven analysts have cut their rating this week alone, and well - known energy investment banker Matt Simmons said on Wednesday that «I don't think BP is going to last as a company for more than a matter of months.»

However, you should remember that rate - anticipation swaps tend to be somewhat speculative, and depend entirely on the outcome of the expected rate change.