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“The so-called three-month euro-dollar cross-currency basis swap sank to as low as minus 161 basis points, around five times what it was in July, before settling back to minus 152.5 basis points, interdealer broker ICAP said.”
“*FX bank funding gauges: Another wonky gauge, the so-called three-month euro-dollar cross currency basis swap rate, hit negative 43.5 from negative 40 on Thursday--a sign of increasing demand for U.S. dollars among banks, which use these swaps to trade exposure to one currency's interest rate for that of another.”
“He spent every summer vacation at a camp, and he knew his parents privately called his three-month absence "Liberation.”
“The cost of swapping euros into dollars is measured using the so-called three-month euro-dollar cross-currency basis swap.”
“An earlier version of this article incorrectly referred to three-month loans.”
“The so-called three-month 25-delta risk reversal rate has widened for all developed-nation currencies versus the dollar and for emerging-markets such as the real and Mexican peso.”
“The premium for the rights to sell the real versus dollar over those to buy jumped to 5.3 percentage points today, from 4.1 percentage points on Aug. 1, the so-called three-month risk- reversal rate showed.”
“If the central banks loan dollars to financial institutions, they will do so at "punitive rates," in this case the market interest rate for securities known as three-month overnight index swaps, plus a premium of 100 basis points.”
“My guess is that free software would be subject to John Kerry's proposal requiring three-month advance notification for outsourcing.”
“Suppose that we have an at-the-money three-month option today with a strike price of $X.”
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