掉期利率 Swap Rate, 是作市商交换LIBoR浮动利率而给出的固定利率的提供价和收进价的平均值。 比如一个两年期的交换合约,作市商提供的交换固定利率是2.2%,而收进的固定利率是2.0%,那么掉期利率就是2.1%
市场仍预期今年加息三次,3个月英镑掉期利率继昨天急跌之后开始再次上涨。
The market is still expecting 3 rate hikes this year, and the 3-month GBP swap rate has started to rise again after a sharp drop yesterday.
比如,西班牙债券违约掉期利率自月初触及360个基点的顶点以来,下跌了140个基点。
For example, the Credit Default Swap rate for Spain has dropped by 140 basis points since reaching a peak earlier this month of 360 basis points.
新五年期债券给出了6.2%的年息,高出掉期利率中间价(欧元贷款者信用可靠的标准利率)3.5个百分点。
The new five-year bonds will pay a coupon of 6.2%, a 3.5 percentage-point spread over the “mid-swaps” rate, a yardstick for creditworthy borrowers of EUROs.
You and your partner, Warren Buffett, have for years complained and warned about the dangers ve perceived in the modern derivatives markets, particularly credit derivatives, and also concerns about interest rate swaps, currency swaps, and equity swaps.
你和你的合伙人,沃伦,巴菲特,多年来一直提醒现代衍生品市场中,存在的危险,that,you’,尤其是信用衍生品,利率掉期,货币互换和股票互换。
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