Taiwan’s short-term interest rate swaps are at the widest discount to the local money market benchmark, deepening an anomaly ...

Swaps are derivative contracts to exchange fixed interest payments for floating rate payments. Since a Treasury bond (T-bond) is often used as a benchmark and its rate is considered risk-free ...

India's overnight indexed swap (OIS) rates have fallen in the last three sessions, signaling that besides just a ...

A cross-currency swap is a financial contract where two entities exchange an equivalent amount of principal in different currencies. Then each entity makes interest payments on the currency they ...

Market interest rate expectations are reflected in swap rates. A swap is essentially an agreement in which two banks agree to exchange a stream of future fixed interest payments for another stream ...

We're taking a snapshot of the Aussie interest rate swap curve and identify a c.50bp pa gap between the 10yr rate and our projected profile for 3mth bills. Comparing the US curve, we identify a ...

(Bloomberg) -- Swap markets in Asia are indicating a slight increase in bets on interest-rate cuts in the region as the dollar slumps. Indian, Malaysian and Thai swaps are signaling more policy ...