27, 2014 /PRNewswire/ -- CME Clearing Europe, CME Group's European clearing house, today announced that it has received Bank of England approval to add Overnight Index swaps (OIS), zero coupon swaps, Forward Rate Agreements (FRAs), basis swaps
, variable notional swaps and SEK, DKK and NOK currencies for clearing beginning 3 March to its existing interest rate swap offering.
The Company also liquidated 140,000 MMBTUPD of gas basis swaps
dollars in the amount of approximately $424 million and entered into two cross currency basis swaps
to hedge against currency movements with respect to both interest and principal payments on the loan.
Subsequent chapters cover individual markets and securities: repo, rate and bond forwards and futures, interest rate and basis swaps
, credit markets, fixed income options, and mortgage-backed-securities.
All natural gas basis swaps
reference Platts Inside FERC's Gas Market Report.
4 billion, of which nearly $917 million is classified as variable-to-variable basis swaps
In transactions summarized on the attached schedule, Copano acquired puts for ethane, propane, West Texas Intermediate crude oil, and entered into basis swaps
for Houston Ship Channel Index and Centerpoint East Index natural gas, at strike prices reflecting current market conditions.
In addition to nationwide physical refined products, SageStreet will offer CME ClearPort[R] cleared products including gasoline, distillate and jet fuel cracks, basis swaps
and domestic product outrights.
today announced that it has entered into natural gas fixed price and basis swaps
for 600,000 MMBtu at an average price of $5.
With this transition in debt structure, the district has sought effectively to offset its fixed-payor swaps with a series of fixed-receiver and basis swaps
, thereby extending the cost of the termination payments instead of eliminating the original swaps altogether and paying a termination fee at once.
Interactive Data also offers float-for-float basis swaps
in 11 major currencies against U.
CHICAGO, March 19 /PRNewswire-FirstCall/ -- CME Group, the world's largest and most diverse derivatives exchange, announced that the Commodity Futures Trading Commission (CFTC) has given regulatory approval to clear corn basis swaps
and calendar swaps for corn, wheat and soybeans.