The gap between Singapore and US dollar interest-rate swaps is expected to narrow from near the widest level on record as ...

Fixed mortgage prices are heavily based on swap rates, which follow long-term ... mortgage rates will fall below five-year ...

Swaps are derivative contracts to exchange fixed interest payments for floating rate payments. Since a Treasury bond (T-bond) is often used as a benchmark and its rate is considered risk-free ...

Unless the Fed signals more cuts than market pricing implies, the two-year dollar overnight index swap rate around 4.0% should prevent the dollar from correcting meaningfully lower in a usually ...

The bank was seeking to change the Libor-linked mid-swap reset rate on the securities to a Sonia-linked mid-swap rate and adopt a median spread adjustment pricing methodology to reflect the economic ...