Discover how MIFOR, the Mumbai Interbank Forward Offer Rate, influenced Indian banking with forward agreements and ...

The Indian rupee forward premiums dropped on Friday following the central bank's rate cut and forex swap, though currency ...

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 ...

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: ...

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

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.

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 ...