Total Return Swap

Also found in: Acronyms, Wikipedia

0.01 sec.

Total Return Swap

A swap in which the two legs are an interest rate, whether fixed or floating, and the return on a set asset. The second party owns the asset, which is usually a set of loans, bonds, or an equity index. The advantage to a total return swap for the payer of the interest rate is that it allows him/her to benefit from the ownership of the asset without owning it. However, if the asset falls in price over the life of the swap, the payer of the interest rate is required to compensate the owner of the asset for the amount the asset has lost.

How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content.

?Page tools

Printer friendly
Cite / link

Feedback
Add definition

Mentioned in	?		References in periodicals archive	?		Financial browser	?		Full browser	?
No references found			Real estate derivatives typically take the form of a total return swap on commercial or residential property indices against floating interest rates plus a spread. GFI and Melody plan RE derivatives market by Real Estate Weekly NOVA Chemicals used some of the proceeds to repay debt under its senior secured credit facility and bilateral credit facilities, and plans to use the balance of the proceeds to repay outstanding debt under its total return swap and for general corporate purposes. NOVA Chemicals Announces Third Quarter 2009 Earnings by Business Wire During the three months ended June 30, 2006, the company made nine new loans, three CMBS investments and one total return swap investment aggregating $378 million. Capital Trust reports earnings by Real Estate Weekly			Torrens registration Torrens system tort Toshihiko Fukui Total Total Annual Loan Costs Total Asset Turnover total assets Total Capitalization Total Cost Total Cost of Ownership Total Debt to Total Assets Total debt-to-equity ratio Total Dollar Return Total Enterprise Value Total Expense Ratio Total Interest Payments total inventory Total Liabilities Total Loss Only Insurance Total Market Capitalization Total Reserves total return Total Return for Calendar Year Total Return Index Total Return Swap Total Revenue Total Risk Total Utility Total Volume Totalmente distribuida Totalmente invertido Tote a Note Totten Trust Touch, the Touchline Tough on price Tour of Duty Tourist Baggage Insurance Tout Towing Insurance Town Check Town Clearing town house or townhome Town Marker township Toxic assets Toxic Convertible toxic mold Toxic Waste Toxin			Total Report Management Solution Total Report Management System Total Request Live Total Request Live Total Reserves Total Residential Energy Demand Total Residual Chlorine Total Residue Total Resource Cost Total Resource Development Campaign Total Resource Inventory Total Resource Management Total Respect Of Others Total Retail Experience Total Retinal Blood Flow Total Retirement Outsourcing Total Retrieval Time Total return Total return Total Return Fixed Annuities Total return for calendar year Total return index Total Return Index Value Total Return Indexes Total Return Indices Total Return on Investment Total Return Swap Total Return Swaps Total Return to Shareholders Total Return Unitrust Total Return Volatility Total Returns Total Returns for Calendar Year Total revenue Total revenue Total Revenues Total Right Knee Total risk Total Risk Assessing Cost Estimate Total Risk Assessing Cost Estimate for Production Total Risk Assessment Total Risk Assessment and Control System Total Risk Integrated Methodology Total Risk Score Total Risks Total Roamer Exchange Control System Total Room Ultraviolet Disinfector Total Rotor Thrust Total RPG Total Run Time Total Safety Culture Total Safety Task Instruction

Financial Dictionary

Free Tools:	For surfers: Free toolbar & extensions \| Word of the Day \| Help For webmasters: Free content \| Linking \| Lookup box \| Double-click lookup \| Partner with us

Disclaimer
All content on this website, including dictionary, thesaurus, literature, geography, and other reference data is for informational purposes only. This information should not be considered complete, up to date, and is not intended to be used in place of a visit, consultation, or advice of a legal, medical, or any other professional.