Swaps are derivative contracts between two parties that involve the exchange of cash flows. One counterparty agrees to receive one set of cash flows while paying the other another set of cash flows.

Discover how reference rates like the SOFR and prime rate serve as benchmarks for setting interest rates, and explore their impact on mortgages and financial contracts.

At their core, interest rate swaps are a derivative instrument built on the premise of comparative advantage. To see how interest rate swaps benefit both parties, try to understand gains from trade in ...

The spread between UST and swap rates has narrowed significantly since January, but Bund-swap spreads showed little correlation with the moves. This is in contrast to broad patterns observed before: ...

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 ...

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 ...

MUMBAI, Sept 30 (Reuters) - The one-day dollar/rupee swap rate climbed on Tuesday on the back of flows related to the quarter-end, while the spot rate was little changed amid weak Asian cues. The ...

German 10-year bond yields are trading above euro interest rate swaps for the first time in history, a watershed moment for these markets that underlines just how much investors have soured on ...

MUMBAI, Feb 5 (Reuters) - Dollar-rupee forward premiums and very-near-tenor swap rates dipped on Wednesday as some of the excess dollar liquidity in the banking system was drained and on expectations ...

NEW YORK (Reuters) -A potential move by the Federal Reserve to ease regulations on capital for U.S. banks that would allow them to hold more Treasury securities has unleashed a torrent of so-called ...