Three-month interest rates three months hence, as implied by
forward rate agreements, ended the period at 3.59 percent, 42 basis points above June 30 levels.
Turnover in interest rate derivatives has increased since the mid-1990s, reflected in greater trading in
forward rate agreements and interest rate swaps.
Implied yields on three-month
forward rate agreements rose 15 basis points immediately after Chairman Greenspan's testimony.
For the survey on OTC trading in interest rate derivatives, the banks also reported on their OTC transactions in interest rate swaps, interest rate options and
forward rate agreements in April 2016.
TriOptima, an award-winning post trade infrastructure provider, announces today that 18 SwapClear members have compressed 40% of outstanding notional and 49% of outstanding trades in Polish zloty (PLN) interest rate swaps and
forward rate agreements (FRA) in the latest triReduce compression cycle.
The agreement will not include loans in the bonds and certificate market as well as
forward rate agreements, as these are exemptions in the Public Procurement Regulations, Section 1-3 (2), letter E.
Announcement of competition: Procurement will not include loans in the bond and commercial paper markets, and
forward rate agreements.
The procurement will not include new loans in the bonds and certificate market and
forward rate agreements. Os municipality is focussing on entering into framework agreement with up to 5 suppliers.
forward rate agreements, swaps, futures, options) are financial products which are used by banks or companies for managing the risk of interest rate fluctuations.
