Sentences with phrase «swap rates»

I use 10 - year swap rates here because they are more comparable than government bond rates.

A type of fixed income investment where the principal is repaid at maturity but the interest rate is linked to a market interest rate such as the bank bill swap rate.

This largely reflects the earlier rise in the cost of funding fixed - rate loans, evident in higher swap rates.

A gap between credit default swap rates and bond yields reflects that.

Personally, I find swap rates more comparable across countries than sovereign obligations.

Mortgage rates typically move with the government's 10 - year treasury note, and private lenders price similarly to various benchmarks — such as the five or 10 - year swap rate.

Why not use credit default swap rates to determine credit quality rather than the «official» bond ratings?

Sentiment about corporate credit quality also remains positive, with spreads on corporate bonds over swap rates at low levels by historical standards.

Further, the Fed's long - term interest rate policy has pushed the 10 - year swap rate below 3 percent, increasing the monthly benefits received from a reverse mortgage (Figure 1).

* 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

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.»

Take Robert Hunkeler, vice president for investments at International Paper in Greenwich, Connecticut, who says he stopped dealing directly in derivatives in October 2008, when long swap rates decoupled from long bond rates.

Our results; however, are based on a 33 percent PLF which is roughly the median PLF when using historical 10 - year Libor swap rates.

Swap rates from euros to dollars have gone up as euro interest rates have gone down, and will likely nullify the advantage of cheaper funding, Burgin says.

When effective interest rates were set in November 2016, the 10 - year U.S. Treasury yield was 2.08 % and the comparable swap rate was 0.49 %.

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.

In July 2014 ICE took over the administration of the ISDAFIX benchmark, a key rate for the pricing and settlement of swaps which is now called the ICE Swap Rate.

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.

Some 200 billion euros of corporate bonds are trading below interbank swap rates — usually seen as a floor for credit risk.

Swap rates reflect AA counterparties.

I would always make the necessary adjustments to calculate the option adjusted spread over interpolated swap rates, with further adjustments for the degree of premium or discount to par.

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).

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

And he can say that because he's offered to sell his own bitcoin for the new Segwit2x coin at a series of different swap rates, starting with a 1 - to - 1 rate.

Long - term positions are charged usurious swap rates, making it unviable for any serious trading.

A five - year loan is priced at 150 basis points over the five - year LIBOR 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).

* 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

As an example, consider long swap rates.

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

@event... The coupon rate on a 30 year fixed rate bond was probably higher than a comparable swap rate, which provided the opportunity for this «arbitrage.»

Since that time, the average 10 - year swap rate (what a AA - rated bank can borrow at) for the 10 nations that I track (USA, Germany, Japan, Britain, Switzerland, Canada, Australia, New Zealand, Norway, and Sweden) have risen 53 basis points (0.53 %).

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).

Credit spreads (relative to swap rates) in the Australian bond market have been quite low recently for both non-government and government non-resident borrowers, and are likely to have encouraged the surge in Australian dollar issuance (Graph B2).

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.

Consistent with this, spreads between corporate bond yields and swap rates have moved much more in line with CDS than have spreads between corporate bonds and CGS.

The spread between the three - month dollar Libor and three - month overnight indexed swap rates is at its highest since May 2009.

Spreads between corporate bonds and swap rates have generally narrowed (Graph 55).

Somehow fair, but OX and Per should swap ratings, 7 & 6 respectively, coz Monreal did more than per, and Ox did very well

It should be noted that while BTFX doesn't makes any distinction between the different types of accounts in terms of spreads and swap rates, there are differences in trading benefits between them.

Floating Rate Note (FRN) issued by Crown Limited maturing on 14/09/2072, coupon rate based on 90 - day bank bill swap rate plus 5 %, paid quarterly.

The debenture rate for the 20 - year 504 loan is based on the 10 - year U.S. Treasury yield and swap rates.

With a FRN the coupon rate is reset, typically every 90 - days and are relative to bank bill swap rate plus some margin.