Swap rate

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Swap rate

The difference between spot and forward rates expressed in points, e.g., $0.0001 per pound sterling.
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Farmers said that the bank marketed the swaps as similar to fixed rate agreements, but increased margins on top of underlying swap rates and charged break fees through 2008 and 2009.
uk, said: "Fixed-rate mortgages are finely tuned to swap rates (the rates providers borrow at) and these are finely tuned to base rate speculation.
Some experts have put the small rate increases being imposed on new mortgages down to increases in swap rates, which lenders use to price their loans.
They suggest that the withdrawal of the Government's Funding for Lending scheme for households as well as recent rises in swap rates, which lenders use to price their fixed-rate mortgages, are likely to have put some upward pressure on mortgage rates.
Cash curbs One-year swap rates jumped as high as 10.
The batches pay respective yields at swap rates plus 70 basis points and 83 basis points.
Loans and SWAP overnight rates, as well as Lombard loans and SWAP rates, are to be cut to 55%, from 60%.
These measures are inflation swap rates and breakeven inflation rates.
The dramatic fall in UK gilt yields and the sharp fall in swap rates convinces many observers that rates could go even lower from here, maybe to a mind-blowing 0.
With things going our way, we saw the swap rates fall another 4 bps, allowing us to close the transaction as mid swap rate of 2.
790 percent with a spread of 133 basis points over swap rates.
54% above floating AUD bank bill swap rates for the 12 year and 15 year tranches, respectively.