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.

Our recent article, Swaps and Basis Trades Warn Of Mounting Liquidity Problems, touched on negative interest rate swap spreads as an omen of potential liquidity problems. To stay on the topic of ...

An interest rate swap is an agreement to exchange interest payments from a financial instrument for interest payments from another financial instrument. This usually involves trading future interest ...

Enhance your knowledge of effective derivatives risk management and interest rate instruments through this interactive learning event. Led by a subject matter expert, participants will deep dive into ...

Discover how constant maturity impacts Treasury yields, mortgages, and swaps. Learn the role it plays in financial decisions ...

14:05, Wed, Dec 13, 2023 Updated: 14:05, Wed, Dec 13, 2023 The recent spate of mortgage rate reductions is expected to continue into the new year as new figures show swap rates remain on a downward ...

hen interest rates fall, it is common to assume banks will immediately suffer. However, the sector has a secret weapon known as the structural hedge. Structural hedge programmes smooth out the income ...

Japan’s primary listed interest rate derivatives are transacted on OSE, with 10-year JGB futures the pre-eminent product among global participants. Fuelled by significant trading activity and driven ...