Sentences with phrase «rate swap market»

According to the Bank for International Settlements, the U.S. interest rate swap market is about $ 34 trillion in size, having nearly doubled in size in the past two years.

The interest rate swap market is big — very big.

Not exact matches

* 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

trueEX, an interest - rate swap execution platform, has hired former Deutsche Bank executive Chris Yoshida to run sales, marketing, and strategy.

«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.

International banks active in the Australian market are generally already actively clearing Australian dollar - denominated interest rate swaps via offshore entities that participate in LCH.Clearnet's London - based SwapClear service or CME Clearing in the United States.

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

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.

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.

Other factors may have been a degree of illiquidity in the swap market in the face of large increases in private sector bond issuance and rising interest rates.

Market contacts have reported that it also reflects the relatively high level of swap rates — a common benchmark for price - makers» funding costs — for reasons related more to the demand for funds than to credit concerns.

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.

This fall in spreads was largely a result of the increase in Australian dollar issuance by non-Australian borrowers into the Japanese retail market (the uridashi market) which boosted demand to receive an Australian dollar interest rate under cross-currency swap agreements.

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.

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.

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

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.

Eisenkraft is also involved in the Interest Rate Swaps Antitrust Litigation where he is the court - appointed co-lead counsel in an action that alleges that Wall Street investment banks conspired to prevent an alternative market for interest rate swaps from developRate Swaps Antitrust Litigation where he is the court - appointed co-lead counsel in an action that alleges that Wall Street investment banks conspired to prevent an alternative market for interest rate swaps from develoSwaps Antitrust Litigation where he is the court - appointed co-lead counsel in an action that alleges that Wall Street investment banks conspired to prevent an alternative market for interest rate swaps from developrate swaps from develoswaps from developing.

Interest rate swaps trade duration risk across developed and emerging markets.

Spreads between corporate bond yields and swap rates, which are a measure of the market's credit risk perceptions, have fallen slightly since the previous Statement (Graph 43).

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.

There were advantages of the over-the-counter markets for credit default swaps, interest rate swaps, and equity derivatives.

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.

To generate regular income through investment in a portfolio comprising substantially of floating rate debt / money market instruments, fixed rate debt / money market instruments swapped for float Read More

Some markets, like interest rate and currency swaps, are OTC but (like foreign exchange forwards) are for many instruments normally very liquid and not terribly risky (and like the analogy to forwards, you also have ones that are thin, like long dated forwards or exotic currencies).

To generate regular income through investment in a portfolio comprising substantially of floating rate debt / money market instruments, fixed rate debt / money market instruments swapped for floating rate returns and fixed rate debt securities and money market instruments.

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).

Swapping for quality becomes especially attractive for investors who are concerned about a potential downturn within a specific market sector or the economy at large, as it could negatively impact bond holdings with lower credit ratings.

If they were to spread the gains equally, it would mean A would enjoy 0.25 % cost savings in the floating rate market while B would also enjoy 0.25 % cost savings in the fixed rate market using the swap.

You may want to consider swapping bonds if you're changing conditions within a specific industry or the overall market is causing issuers to offer higher coupon rates and lower prices for a similar bond (same credit rating, par value, etc.) already in your portfolio.

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.

Whether it is advantageous for two entities to enter into an interest rate swap depends on their comparative advantage in fixed or floating rate lending markets.

1A swap rate is the rate of the fixed leg of a swap as determined by its particular market.

Charging triple swap on Wednesday roll - over period accounts for the settlement of trades over the weekend, as swap rates are not charged during this period due to the market being closed.

The investment management services operations and corporate operations enter into OTC derivatives, such as interest rate swaps, currency swaps, credit default swaps and total return swaps, which predominately trade in liquid markets.

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.

If you have been in the market lately for a CRE term - loan, you might have encountered a trend where the bank is selling you a fixed rate loan using the SWAP rate as the base instead of the T - Bill.

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).

A fair value hedge lets a business hedge the value of its fixed - rate liability against interest rate changes in the market by swapping to a variable - rate liability.

A cash flow hedge lets a business hedge the uncertainty of cash outflow in interest payments on its variable - rate liability against changes in market interest rates by swapping to a fixed - rate liability.

The swap rate curve is an important interest - rate benchmark for the bond markets and is commonly used in Europe as the pricing reference for all European government bonds.

Swap rates suggest what the market expects the direction of LIBOR rates to be; and reflect the market's perception of credit quality.

Plain, «vanilla» swaps are the most commonly used type of interest rate swap in the market.

The asset swap spread (also called the gross spread) is the aggregate price that bondholders would receive by exchanging fixed rate bonds for floating rate bonds using the swaps market, mainly used to reduce interest rate risk.

Interest - rate swaps have become critical to the bond markets.

Our debt ratings utilize fixed income market data such as bond - implied gaps and credit default swap spreads as well as traditional credit analysis to arrive at a debt rating that we feel is more accurate and timely than conventional debt ratings.

Aims to provide income consistent with the prudent risk from a portfolio comprising substantially of floating rate debt instruments, fixed rate debt instruments swapped for floating rate returns, and also fixed rate instruments and money market instruments.