Sentences with phrase «year interest rate swap»

The $ 323 million AAA - rated five - year notes came to a yield of 3.8 %, and at a premium of 140 basis points to the five - year interest rate swap benchmark.

Not exact matches

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.

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.

I am leaning towards, for tactical positioning, is interest rate swaps (paying fixed 10 year).

Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest - rate swap sectors where effective duration is displayed.

Because she didn't say no, she ended up not just with a five year loan from the bank but what they call an interest - rate dual amortising swap product, for ten years.

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 Board of Education first used interest rate swaps in Fiscal Year 2003.

The collateral and leverage are similar; the main difference is that Deerfield uses swaps and floors to manage interest rate risk, and Annaly uses longer repo terms (1 - 3 years) than Deerfield (0 - 3 months).

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.

By swapping those assets that are currently trading below the purchase price (due to a rise in interest rates, deteriorating credit situation, etc.) you can reduce or eliminate the capital gains you would otherwise have paid on your other profitable transactions in the current tax year.

will do, but you can be assured that banks include them in their analysis, and the damage wrought in the past few years by gigantic interest rate swap liabilities (Develica Deutschland was a notorious example — and no longer listed)(or foreign exchange liabilities for certain investment companies, e.g. Alternative Asset Opportunities (TLI: LN)-RRB- on many property company balance sheets, liquidity and valuations testifies to this.

If the Fed maintains its commitment to keep interest rates low, the LIBOR, 10 - year swap rate, and conventional mortgage rates are likely to remain low.

Because these cash flows occur throughout the life of the loan, they are computed using the longer term, 10 - year swap interest rate, as it represents a forecast of future short - term rates likely to be realized over the life of the loan.

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).

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.

Street speculation figured the $ 410 million, 10 - year, A-3 tranche, rated triple - A, would be priced at interest - rate swaps plus 45 to 46 basis points.

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

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).

If the Fed maintains its commitment to keep interest rates low, the LIBOR, 10 - year swap rate, and conventional mortgage rates are likely to remain low.