"Negative Swap Spreads." Federal Reserve Bank of New York Economic Policy Review. 24/2 (2018). S. Jha. "Interest Rate Markets: A Practical Approach to Fixed Income." John Wiley & Sons, 2011.

Market interest rate expectations are reflected in swap rates. A swap is essentially an agreement in which two banks agree to exchange a stream of future fixed interest payments for another stream ...

(Bloomberg) -- Swap markets in Asia are indicating a slight increase in bets on interest-rate cuts in the region as the dollar slumps. Indian, Malaysian and Thai swaps are signaling more policy ...

The two parties swap principal and interest payments in different currencies, with the initial and final swap of principal at a pre-agreed exchange rate to eliminate currency risk. The risks of ...

This downward pressure on fixed rates may continue if swap rates also fall. For those 1.8million homeowners whose fixed rate deals (at sub-2% interest) are expiring in 2025, timing the next move ...