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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.
Bankrate’s Interest Rate Forecast for 2025 ... (a balanced market is thought to have 5-to-6 months’ worth of inventory) but it’s marked improvement from a low of just 1.6 months in January ...
After cutting rates by a cumulative 100 basis points between September and Decemb. ... which ticked down to 4% last month, was forecast at 4.2% this year and 4.1% next. ... In Other News ...
Fed policymakers last month kept their policy rate in the 4.25%-4.50% range. Fed Chair Jerome Powell said this week he feels policy needs to stay restrictive until there is better progress on ...
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.)
The Federal Reserve held interest rates at a 23-year high Wednesday while scaling back its estimate of rate cuts this year to one. Federal Reserve holds interest rates steady, lowers forecast to 1 ...
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.
A former Barclays trader, charged with conspiring to rig Euribor benchmark interest rates, told a London jury on Tuesday that his superior had told him to ask colleagues for rates that would ...