A commodity call option is a contract granting the consumer the right but the not the obligation to buy a specified quantity of a commodity from a producer at a set price before a fixed future date.

An interest rate collar is an option used to hedge exposure to interest rate moves. It protects a borrower against rising rates and establishes a floor on declining rates through the purchase of an interest rate cap and the simultaneous sale of an interest rate floor.

A cancellable swap is a combination of an interest rate swap and a receiver’s swaption that may be cancelled by the borrower at no cost on an agreed future date.

A participating interest rate swap is a derivative instrument that combines an interest rate swap with an interest rate cap. A portion of the debt is hedged with a swap and the remainder with a cap.

An interest rate swap and floor is a combination of an interest rate swap with the purchase of an interest rate floor.

An FX Swap/Rollover is a strategy that allows the client to roll forward the exchange of currencies at the maturity (settlement) of a Forward contract.

An FX collar involves buying a cap and selling a floor on the same currencies with the same expiration date. The two options set the upper and lower strike prices.

Interest rate caps are purchased to hedge floating-rate loans every business day. Cap pricing is driven by economic factors including the notional hedged, term, strike rate, forward curve, and volatility of the underlying index.

A case study of how Chatham helped publicly listed company Regional REIT with a successful £50M fund-raise.

A case study of how Chatham advised a UK REIT how to optimise its hedging strategy, when substituting an existing loan.