A quanto swap is a cross-currency derivative that allows interest rate exchanges in different currencies, settled in the same ...

By Nimesh Vora and Jaspreet Kalra MUMBAI, Jan 29 (Reuters) - Expectations of the rupee depreciating further are spilling over into India's rates market, with speculative offshore and hedging flows ...

MUMBAI, Dec 5 (Reuters) - The Indian rupee forward premiums dropped on Friday following the central bank's rate cut and forex swap, though currency traders say a softer spot trajectory should cap 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 ...

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: ...

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.

MUMBAI, Jan 16 (Reuters) - Dollar-rupee forward premiums declined on Thursday after India's central bank said it would infuse rupees into the banking system daily, which bankers said would reduce the ...