10-year trading calendar

An interest rate cap is essentially an insurance policy on a floating rate, most frequently SOFR. It has three primary economic terms: notional, term, and strike rate.

Learn why interest rate swaps are beneficial for both banks and their commercial borrowers.

Expertly handle critical aspects of your corporation's hedging program with one automated solution that supports foreign exchange, interest rate, and commodity hedging. View your risks holistically and instantly access your cash flow forecasts, balance sheet exposures, hedge requests, and more.

In a week of heightened volatility, Treasury yields, particularly at the long end, moved moderately higher as market participants endured a busy week digesting commentary from a slew of Federal Reserve officials, the U.K. central bank’s emergency intervention in the U.K. Gilt market, and the...

The Bank of England was forced to take emergency action last week after the pound depreciated to its lowest levels in over 35 years. In response, the government also changed its tune, reversing course on sweeping tax cuts across the U.K. In Europe, inflation readings reached all-time highs as the...

At Chatham, we regularly seek to update our clients with market commentary and insight. During the past two weeks, as soon as we collected our thoughts and drafted our text, markets lurched, and the data and analysis became out of date. We have not seen a period of volatility like this since...

Credit spreads shown are averages based on market rate conclusions for independent debt valuations conducted as of September 30, 2022. The market spread for an individual loan may vary based on property and loan characteristics, including, among others, location, tenant profile, cash flow, and...

In a week dominated by the highly-anticipated September FOMC policy meeting, Treasury yields pushed significantly higher as investors recalibrated their bets for Fed policy action in the near term.