About: FTSE MTIRS Index

An Entity of Type: Charge113306870, from Named Graph: http://dbpedia.org, within Data Space: dbpedia.org

The FTSE MTIRS Indices are designed to accurately move in direct correlation to OTC Interest Rate Swaps market with a total of 45 indices covering the USD curve from 2 years to 30 years including spreads and butterflies. FTSE MTIRS Indices account for changes to both fixed and floating rates and are rebalanced daily.

Property Value
dbo:abstract
  • The FTSE MTIRS Indices are designed to accurately move in direct correlation to OTC Interest Rate Swaps market with a total of 45 indices covering the USD curve from 2 years to 30 years including spreads and butterflies. FTSE MTIRS Indices account for changes to both fixed and floating rates and are rebalanced daily. The value of the FTSE MTIRS Indices change as the NPV changes and is mathematically rebalanced daily to ensure that the indices represent periods out of spot and remains at constant maturity. Composite market maker prices are used to calculate the FTSE MTIRS Index series and are used for rebalancing, supplying perfect correlation to OTC Interest Rate Swaps and effectively tracks fixed for floating Interest rates enabling the tracking of OTC Interest rate Swap exposure. (en)
dbo:wikiPageID
  • 13878182 (xsd:integer)
dbo:wikiPageLength
  • 2445 (xsd:nonNegativeInteger)
dbo:wikiPageRevisionID
  • 987920973 (xsd:integer)
dbo:wikiPageWikiLink
dbp:bot
  • noref (en)
dbp:date
  • May 2019 (en)
dbp:wikiPageUsesTemplate
dcterms:subject
rdf:type
rdfs:comment
  • The FTSE MTIRS Indices are designed to accurately move in direct correlation to OTC Interest Rate Swaps market with a total of 45 indices covering the USD curve from 2 years to 30 years including spreads and butterflies. FTSE MTIRS Indices account for changes to both fixed and floating rates and are rebalanced daily. (en)
rdfs:label
  • FTSE MTIRS Index (en)
owl:sameAs
prov:wasDerivedFrom
foaf:isPrimaryTopicOf
is dbo:wikiPageWikiLink of
is foaf:primaryTopic of
Powered by OpenLink Virtuoso    This material is Open Knowledge     W3C Semantic Web Technology     This material is Open Knowledge    Valid XHTML + RDFa
This content was extracted from Wikipedia and is licensed under the Creative Commons Attribution-ShareAlike 3.0 Unported License