Since launching on October 2, more than USD 160bn in volume across credit default swaps, interest rate
swaps, and foreign exchange and commodity derivatives has been executed on Bloomberg's SEF.
Regulations will cover derivatives that have traditionally been traded off an exchange such as credit default swaps, interest rate
swaps and commodity derivatives.
The most common types of interest rate derivatives include interest rate swaps, interest rate
caps, basis swaps, and rate locks.
They develop a methodology that can be used to quantify credit exposure involved in various types of currency swaps, interest rate
swaps, and from off-balance-sheet operations.
Specific items included in the forward-type category of derivative financial instruments include forward interest rate agreements, futures contracts interest rate swaps, interest rate
collars, and commitments to purchase stock or bonds.
Swap agreement risk: The Fund may enter into various types of swap agreements, including, but not limited to, credit default swaps, total return swaps, interest rate
swaps, index swaps, currency swaps and variance swap agreements.
For their modeling needs, portfolio managers can take advantage of the rich set of financial instruments available in the investment module, such as floating rate notes, interest rate swaps, interest rate
derivatives, inflation-linked derivatives and equity derivatives.
StatPro's CAP service is a web based application that values a wide range of illiquid assets including hard to price fixed income instruments such as European ABS and MBS, Credit-Linked Notes, credit default swaps, interest rate
swaps and a range of other OTC Derivative instruments.
The most common derivative contract exposure in Fitch-rated transactions are foreign currency swaps, interest rate swaps, interest rate
caps and floors and credit default swaps (CDS).
BGC was also awarded second or third place in 29 additional categories which included short dated interest rate swaps, interest rate
swaps 2-10 years, overnight index swaps and forward rate agreements.
dollar-based swaps, interest rate
basis and index swap pricing from Tullett & Tokyo Liberty; commercial paper rates from most of the largest direct issuer corporations; and access to electronic commercial paper commerce via cpmarkets.
In the coming months, Credit Agricole Indosuez will also provide a wide range of trades such as interest rate swaps, interest rate
caps and floors, forward rate agreements and currency swaps on CFOWeb.