MOB erosion spread tied to rate slide
- Fed rate cuts drive futures market. Miller, Valerie // Las Vegas Business Press;8/27/2001, Vol. 18 Issue 35, p6
Reports the positive consequences of the reduction in interest rates to future trading market in the U.S. Increase in the trading volume of contracts; Decrease in credit exposure through the presence of trade clearing corporations; Introduction of futures on conventional mortgages.
- Mexico: Rate Futures Getting Interesting. // Emerging Markets Monitor;12/6/2010, Vol. 16 Issue 34, p11
The article describes the interest rate futures in Mexico as of December 2010.
- Indicators of monetary policy. Gissy, William G. // Atlantic Economic Journal;Mar1994, Vol. 22 Issue 1, p83
Examines the value of interest rate spreads as either policy targets or indicators. Demonstration of the reliability of spreads; Difference between a government bond rate and the federal funds rate; Banks' purchasing of securities rather than making loans; Problem of a monetary expansion.
- Libor swap yield curve. // American Banker;7/1/1993, Vol. 158 Issue 125, p19
Presents the Libor swap yield curve as of June 30, 1993. Benchmark rate for the interest rate futures market; Comparison with June 23 curve; Data source.
- EURIBOR Markets Collapse. // Emerging Markets Monitor;3/7/2011, Vol. 16 Issue 46, p1
The article offers information about the states of EURIBOR futures as of March 2011.
- Fed up. // Futures: News, Analysis & Strategies for Futures, Options & Deri;Apr94, Vol. 23 Issue 4, p29
Reports on developments in the interest rate futures markets in the United States. Analysts' views; Categories.
- SLASHING THE RISKS. Syvret, Paul // Bulletin with Newsweek;05/02/2000, Vol. 118 Issue 6222, p72
Reports on the reduction of risks through investing in interest rate futures in Australia. Level of private share ownership in the country; Asset-allocation methods of investors; Linking of the securities with the issuing company.
- Interest rates. // Futures: News, Analysis & Strategies for Futures, Options & Deri;Apr95, Vol. 24 Issue 4, p26
Reports on the performance of bond futures in the United States as of April 1995. Increase in Treasure bond rates; Weekly Eurodollar and T-bond prices from 1992 to 1994.
- Derivative prices from interest rate models: results for Canada, Hong Kong, and United States. Nowman, K. Ben; Sorwar, Ghulam // International Review of Financial Analysis;2005, Vol. 14 Issue 4, p428
Abstract: In this paper, we compute implied bond and contingent claim prices from the CKLS, Vasicek, CIR, and BS interest rate models using historical estimates for Canada, Hong Kong, and the United States. We find that default-free bond prices and contingent claim prices are sensitive to the...