Difference between revisions of "NYSE Euronext Swapnote"

From MarketsWiki
Jump to navigation Jump to search
m (SarahRudolph moved page NYSE Euronext swapnote to NYSE Euronext Swapnote)
 
(5 intermediate revisions by 4 users not shown)
Line 1: Line 1:
{{helpAddContent}}


[[NYSE Euronext]]'s Swapnote futures are part of the [[Liffe]] group of products. They are notional [[bond]] contracts referenced to the swap market. They are priced like a bond with a [[fixed maturity]] and 6 percent [[coupon]].
[[NYSE Euronext]]'s Swapnote futures are part of the [[Liffe]] group of products. They are notional [[bond]] contracts referenced to the swap market. They are priced like a bond with a [[fixed maturity]] and 6 percent [[coupon]].
Line 9: Line 9:
Two-Year € Swapnote® Fut.  LON TWS 2,311 30,615  
Two-Year € Swapnote® Fut.  LON TWS 2,311 30,615  
   
   
The contract is referenced to the ISDA ([[International Swaps and Derivatives Association]]) benchmark Euribor swap rate fixings, providing exposure to the Euro denominate swap rates, and is designed to accurately track the Euro swap yield curve.  
The contract is referenced to the ISDA ([[International Swaps and Derivatives Association]]) benchmark Euribor swap rate fixings, providing exposure to the Euro denominate swap rates, and is designed to accurately track the Euro swap yield curve.<ref>{{cite web|url=http://www.euronext.com/landing/landingInfo-2114-EN.html|name=Swapnote|org=NYSE Euronext|date=February 2, 2009}}</ref>  
 
 
{{Infobox Midpage Need Sponsor Right}} <!-- Keep this template fairly close to the top of the article -->


== References ==
== References ==
<references />
<references />


<!-- Categories go at the end of the article.  Not sure if this article fits a category?  Some do,
[[Category:NYSE Euronext]]
    some don't.  Take a look at http://www.marketswiki.com/mwiki/index.php?title=Special:Categories
    if you want a list of existing categories. -->

Latest revision as of 14:18, 15 August 2013


NYSE Euronext's Swapnote futures are part of the Liffe group of products. They are notional bond contracts referenced to the swap market. They are priced like a bond with a fixed maturity and 6 percent coupon.

The main Swapnote contracts (exclusive to Liffe) by volume are:

Five-Year € Swapnote® Fut. LON O 710 9,194 Ten-Year € Swapnote® Fut. LON P 903 2,515 Two-Year € Swapnote® Fut. LON TWS 2,311 30,615

The contract is referenced to the ISDA (International Swaps and Derivatives Association) benchmark Euribor swap rate fixings, providing exposure to the Euro denominate swap rates, and is designed to accurately track the Euro swap yield curve.[1]

References[edit]

  1. Swapnote. NYSE Euronext.