Swap Price

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Swap Price

The return on a swap expressed as the difference in price on the day the swap was issued and the day it matures.
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The cost to insure Panasonic's debt against non-payment tumbled 175 basis points this year to 56 basis points as of on Tuesday, according to credit-default swap prices from data provider CMA.
Panasonic bonds go to best from worst on restructuring
A more formal look at the data confirms the close relationships among inflation swap prices from the various sources (Table 2).
Trading activity and price transparency in the inflation swap market
The market is also pricing in a greater risk that the country will not be able to meet its financial obligations, as indicated by a sharp rise in its credit default swap prices.
After Cyprus, bond markets see Slovenia closer to bailout
The cost to insure the emirate's debt against non-payment for five years fell 100 basis points this year to 345, the lowest level since August, according to credit-default swap prices compiled by data provider CMA.
Dubai risk drops on 5-year high growth outlook
Also, the recent trend in Gulf credit default swap prices is not encouraging for issuers who want to wait; Qatar's five-year CDS have risen by about 30 basis points since the start of this month and at 126 bps, are now back near the two-year high hit in October.
Will Qatar's bond issue close the issuance window for the rest of the GCC?
The cost of protecting Saudi Arabian debt is 131 basis points, while contracts for Abu Dhabi hit 123 on September 27, the highest level since March 2010, according to CMA, which is owned by CME Group and compiles swap prices in the privately negotiated market.
Bahrain may have to pay more on yields
Credit default swap prices suggest a 90 percent probability of default in the next five years, according to CDS pricing data provider Markit.
International alarm over eurozone crisis grows
Calculations by Reuters, based on five-year credit default swap prices from Markit show an 81 percent probability of Greece eventually defaulting on its debt based on a 40 percent recovery rate.
Greek PM Announces New Finance Minister
EXHIBIT 1 Credit Default Swap Prices for A-rated Debt, by Industry Sector, 9/27/10 Industry Credit Default Swap Price Banks and Brokers 193 Other Financial 144 Basic Industries 73 Consumer 65 Note: Table made from bar graph.
Ratings users beware: using information from the credit default swap market to validate credit assessments
Time-spreads for Dubai crude, the difference between swap prices for prompt supplies versus longer-term contracts, widened to a steeper contango, while values of physical cargoes of Oman crude were expected to drop.
Dalian Port Closed
The cost of protecting against a default by Dubai fell 53 basis points to 517, extending yesterday's first decline in a week, according to credit-default swap prices from CMA Datavision.
Dubai World restructuring plans restore confidence
This report discusses (1) differences between the pricing of loan commitments and loans, and assesses data that are available about the trading of loan commitments; (2) the extent to which credit default swaps are used to reduce the credit risk from loan commitments, and what credit default swap prices indicate about the prices of loan commitments; and (3) differences between commercial and investment banks' accounting treatment of loan commitments, and the strengths and weaknesses of fair value accounting.
Loan Commitments: Issues Related to Pricing, Trading, and Accounting
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