NEW YORK (Reuters) -Conflicting signals from the Federal Reserve on the timing and magnitude of U.S. interest rate cuts have accelerated hedging flows into swaptions and derivatives tied to overnight ...
NEW YORK, Aug 5 (Reuters) - Spreads on U.S. interest rate swaps over Treasuries tightened or turned more negative on Monday as long-term investors hedged their exposure in the swaps market to position ...
Swaps are now an established part of the toolkit available to manage pension scheme investment risk. Risks are ultimately taken versus liabilities – which are promised payments, or cash flows, to ...