We're taking a snapshot of the Aussie interest rate swap curve and identify a c.50bp pa gap between the 10yr rate and our projected profile for 3mth bills. Comparing the US curve, we identify a choice ...

A callable swap allows one party to exchange fixed for variable rate cash flows but includes an option to terminate early, providing flexibility in financial contracts.

SHANGHAI (Reuters) - Investors are dialling back bets on near-term rate cuts in China, the derivatives market shows, as expectations grow that policymakers will refrain from easing policy when the ...

A zero-coupon swap involves the exchange of cash flows where the fixed-rate side pays a lump sum at maturity. Learn its key ...

To continue reading this content, please enable JavaScript in your browser settings and refresh this page. Interest rates have been a persistent challenge for ...

90,000 swaps converted to Banco de México's F-TIIE risk-free rate Shift brings greater liquidity to developing derivatives market CHICAGO, Nov. 25, 2024 /PRNewswire/ -- CME Group (CME), the world's ...

Analysts estimate that funds may reduce their long-dated bond and swap holdings by €100 bon to €150 bn through 2028. This ...

1002 GMT – The cost of insuring euro-denominated credit against default using credit default swaps rises on reduced appetite for risk after the U.S. Federal Reserve on Wednesday cut interest rates but ...

The euro area yield curve steepened significantly in 2025 as long-term and especially very long-term interest rates increased. This ECB Blog post ...

A major overhaul of the €1.8trn Dutch pension fund industry is set to reverberate across the euro interest rate swaps market, as demand from these prominent users of long-term derivatives declines ...