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A "five-year Euribor" will be in fact referring to the 5-year swap rate vs 6-month Euribor. "Euribor + x basis points", when talking about a bond, will mean that the bond's cash flows have to be discounted on the swaps' zero-coupon yield curve shifted by x basis points in order to equal the bond's actual market price.
Investors are on edge this week as Federal Reserve officials prepare to signal how many interest rate cuts are still likely in 2024. Most market watchers believe policymakers will dial their ...
On a month-ago basis, consumer inflation heated up the most in six months. ... In his annual interest rate forecast for 2024, McBride expects that the key rate will fall to 5.75 percent by the end ...
Officials paused in June but signaled a willingness to raise rates again to tame inflation. Federal Reserve holds interest rates steady, forecasts two more rate hikes this year [Video] Skip to ...
A short-term interest rate (STIR) future is a futures contract that derives its value from the interest rate at maturation. Common short-term interest rate futures are Eurodollar, Euribor, Euroyen, Short Sterling and Euroswiss, which are calculated on LIBOR at settlement, with the exception of Euribor which is based on Euribor and Euroyen which is based on TIBOR.
For interest rate swaps, the Swap rate is the fixed rate that the swap "receiver" demands in exchange for the uncertainty of having to pay a short-term (floating) rate, e.g. 3 months LIBOR over time. (At any given time, the market's forecast of what LIBOR will be in the future is reflected in the forward LIBOR curve.)
A broad measure of wage and benefit costs also showed growth slowed in the last months of 2024 to 3.8% from 3.9% in the prior quarter, possibly adding to Fed confidence that price pressures will ...
The 10-year note yield, considered the benchmark for government bond yields, has leaped about 17 basis points since the Federal Open Market Committee meeting of Sept. 17-18 — reversing what had ...