A quanto swap is a cross-currency derivative that allows interest rate exchanges in different currencies, settled in the same ...
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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 ...
BUENOS AIRES, Feb 5 (Reuters) - Argentina's central bank said on Monday it swapped 413.95 million pesos ($132.6 million) of debt of the 2.1 billion pesos it offered for exchange. The offer included ...
WASHINGTON, July 24 (Reuters) - The U.S. derivatives regulator proposed a key rule on Tuesday that would set the clock for firms to start clearing certain types of swaps, in a bid to reduce risk in ...
TORONTO, Oct. 8, 2024 /PRNewswire/ -- CanDeal DNA, the premier source for Canadian OTC fixed income and derivatives pricing, is partnering with LSEG Data & Analytics to distribute CanDeal DNA ...