A total return swap is a derivative contract where one counterparty pays sums based on a floating interest rate, for example Libor plus a given spread, and receives payments based on the return of a ...
Total return swaps provide an alternative vehicle to trading the underlying index of cash securities, to simplify and avoid the infrastructure and maintenance associated with cash positions.
In a total return swap (TRS), an investor (the total return receiver) enters into a derivatives contract whereby it will receive all the cash flows associated with a given reference asset or financial ...
Simplify High Yield PLUS Credit Hedge ETF (CDX) offers a long-short portfolio to hedge credit risk, but does not hedge ...
The use of total return swaps, which trade over-the-counter, has become a popular way for Chinese onshore funds, especially hedge funds, to access offshore stock markets, Reuters said.
Some of the outflows from Indian bonds are linked to unwinding of total return swap trades tied to government debt, according to Morgan Stanley and Gama Asset Management. Total return swaps have ...
PIMCO Total Return II Fund earns an Above Average Process ... futures contracts, or swap agreements. It may invest, without limitation, in derivative instruments, such as options, futures ...
Instead, the trader can instead enter a total return swap (“TRS”) where he receives the return on the share (dividends and increases in price) in return for paying the cost of holding the ...
It invests in commodity-linked derivative instruments (a contract whose value is based on a particular commodity), such as commodity-linked total return swap contracts, options and futures ...
Some, however, disagree with this interpretation of the strategy, calling the firm's transaction a total return swap, which is a form of credit risk management. In this scenario, MF Global sold ...
Yidu Tech, Inc. (HK:2158) has released an update. Yidu Tech Inc. has announced a Total Return Swap (TRS) transaction with Goldman Sachs International, which will determine the initial and final ...
Some of the outflows from Indian bonds are linked to unwinding of total return swap trades tied to government debt, according to Morgan Stanley and Gama Asset Management.