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 ...

Discover how the spot rate Treasury curve—a yield curve from Treasury spot rates—serves as a critical tool for bond pricing and market predictions.

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 ...

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

Colombian swap rates soared Tuesday after President Gustavo Petro announced a 23% increase in the minimum wage, stoking bets ...

NEW YORK, March 15, 2011: Honolulu-based Kamakura Corporation on Tuesday released its forecast for U.S. Treasury yields and interest rate swap spreads monthly for the next 10 years. The forecast 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 ...

CHICAGO, Nov. 25, 2024 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today announced that it successfully converted approximately 42 trillion pesos (the equivalent of $2 ...

Dutch pension overhaul shakes up Europe’s long-end and swaps, as 11 million savers transition from defined benefit to defined contribution, altering market dynamics and potentially ...

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 ...

* Premier Wen Jiabao pledges keeping proper credit growth * Sign that government may relax credit controls soon * Rate cuts seen coming later, possibly in Q1 2012 * Benchmark 7-day repo rate rises ...