Open interest used in determining non-spot-month position limits will be based on futures open interest, cleared swaps open interest, and uncleared swaps open interest.
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The subliminal message from their questioning of key witnesses seems to be that they will recommend some pretty robust measures to clean up British banking - because they are not convinced that enough has been done after scandals over the mis-selling of Payment Protection Insurance (PPI) and interest swaps to address the problem of serious misconduct.
George Hundt used to trade interest rate swaps at the midtown Manhattan office of JPMorgan Chase.
Specifically, Central Dauphin entered into interest rate swaps with the cash it had on hand.
These principles were in place all the way through the LIBOR scandal, the mis-selling and interest rate swaps.
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Now there's the mis-selling of interest rate swaps, mainly to businesses, but also to some 'non-sophisticated' retail customers.
All cleared OTC derivatives will be available including interest rate swaps, credit default swaps, energy swaps, non-deliverable forwards and equity swaps.
You can see if any interest rates swaps are on the books and if they are at a profit or loss.
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Universities and not-for-profit hospitals around the country that had entered into interest rate swaps have been forced also to post collateral.
Like other banks, Barclays was heavily involved in manipulating LIBOR and in the mis-selling of payment protection insurance and interest rate swaps.
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The City watchdog has already found "serious failings" at four other banks in the sale of the products, known as interest rate swaps.
Mr Miliband's comments come a day after it emerged that four banks had mis-sold specialist insurance, known as interest rate swaps, to small businesses.
For speculators looking to place bets on the direction of interest rates (such as hedge funds), interest rate swaps are an ideal instrument.
Barclays has also been caught up in another investigation, relating to the mis-selling of complex financial products - interest rate swaps - to small businesses.
Separately, RBS is having to pay compensation for two mis-selling scandals: mis-selling payment protection insurance, and mis-selling specialist insurance called interest rate swaps to small businesses.
School districts that specifically entered into toxic interest rate swaps or high risk investments like the West Allis Milwaukee School District have not resolved their problems.
Plus, regulators believe that having interest rate swaps and other such vehicles traded on exchanges will result in more transparency and, they hope, fewer financial debacles.
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Yields on Mexican short-term interest rate swaps were little changed after the minutes as investors stuck to bets that rates will remain on hold into 2014.
Widely followed shipping company DryShips posted third quarter earnings after the bell on Monday, beating estimates despite taking a big hit on failed interest rate swaps.
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While the existence of indexed securities does reduce the potency of the financial market transmission channels, these instruments meet a real investment need and can be easily duplicated through interest rates swaps.
Greifeld has bought exchange companies in Boston and Philadelphia, as well as Stockholm's OMX Group, with exchanges in northern Europe, to increase the trading of securities and derivatives like options and interest rate swaps.
Greifeld aims to use that system to push the Philly operations, now the third-largest U.S. options exchange by volume (17% of all trades), into new markets, such as the one for interest rate swaps.
Like swaps on interest rates and foreign currency, credit swaps outstanding dwarf the underlying bonds in circulation.
It could make even the biggest markets foreign exchange, government bonds, interest-rate swaps less liquid.
Many of London's currency dealers have retooled themselves to trade more sophisticated products, such as interest-rate swaps and forward rate agreements.
Insiders say the biggest exposure may be in the interest-rate swaps market, which is many times larger than those for credit derivatives.
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Areas such as interest-rate swaps and foreign-exchange trading incur large fixed costs.
Further evidence that the mortgage giants were mostly responsible for the sharp rise in yields can be found in the interest-rate swaps market.
The cme Group is going up against its own customers--banks like Barclays, jpmorgan and Merrill Lynch, that is--by introducing over-the-counter derivatives, including interest-rate swaps.
Understandably, bottom lines aren't as robust as in prior years, in part due to slips in utilization, declines in investments and, in some cases, losses on interest-rate swaps.
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