Commodity swap 

1 - 10 van 15 voor commodity swap

Microsoft Word - 2008e Commodity Swap.doc
... biedt commodity swap aan tegen een prijs van usd 2.700 mt. ter illustratie in onderstaand schema worden de betaalstromen weergegeven. de gele pijlen vormen de commodity swap. in de commodity swap ontvangt de ondernemer gedurende de hele looptijd de variabele aluminium prijs, ongeacht de hoogte daarvan. de ontvangst van de variabele prijs in de swap ...
abnamro.nl

Treasuryboekje Informatie Treasurydienstverlening pdf
... commodity) derivaat is een afgeleid financieel instrument waarvan de waarde bepaald waarde van de onderliggende grondstof. een bekend voorbeeld van een grondstof derivaat is een grondstof swap. een grondstof swap ... of rente, zoals bijvoorbeeld reuter pagina aabv . c commodity derivaat derivaat met als onderliggende waarde commodity, oftewel goederen (in de breedste zin), ondermeer metalen, edele ...
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ICM 3707301 v10 SMTN Prog Current working OC
... only) not applicable 10. performance of the commodity , explanation of effect on value of investment and associated risks and other information concerning the commodity (commodity linked notes only) not applicable 11. ... ) (i) on the same basis as the floating rate under a notional interest rate swap transaction in the relevant specified currency governed by an agreement incorporating the 2000 isda ...
snsregiobank.nl

Base Prospectus JPM Combined Programme 2007_final_.doc
... warrants, securities ), including index linked securities, equity linked securities, commodity linked securities, foreign exchange linked securities, fund linked securities, ... by the u.s. commodity futures trading commission (the cftc ) under the u.s. commodity exchange act, as amended ... as the floating rate under a notional interest rate swap transaction in the relevant specified currency governed by ...
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Teb Nv 2001 3435
... letters of credit (including stand by l c's) letters of guarantee short-term commodity financing export financing structured trade finance operations forwarders certificate of receipt (fcr) financing ... method. derivative financial instruments derivative financial instruments consisting of foreign currency forward and swap contracts, are initially realized at their cost and then fair value of the ...
tebnv.nl

Teb N.V. Kapak 2000
... as the bank has no participating interests. the bank's main activity is trade and commodity finance. basis of presentation the annual accounts for the financial year ended december 31, ... the date of transaction. assets and liabilities denominated in foreign currencies, forward contracts and currency swap operations entered into for hedging purposes, are translated into euro, at the spot exchange ...
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ATbank compleet 2009.indd
... decrease in capital arising from adverse market movements in for instance bond prices, security or commodity prices or foreign exchange rates in the trading book. it is the bank's policy ... 31st, 2009 hedging the bank engages in derivative transactions as foreign exchange and interest rate swap only for hedging purposes. the bank has developed and implemented hedge strategies to reduce its ...
atbank.nl

ar2001.pdf
... paper for longer-term maturitytrl floating rate and fx paper.with the effect of the swap and new debt strategy,the composition of the debt stock started to change from ... and emerging markets such as bulgaria, russia and kazakhstan are under evaluation. thanks to accumulated commodity knowledge and sector expertise a commanding market presence has been established in ferrous metal,chemical ...
garantibank.nl

ar1999.pdf
... significant year for turkey. repercussions of global emerging markets crises have gradually faded while commodity prices have moved upwards. a devastating earthquake and its after-shocks in and ... december 1999, a number of forward rate agreements, forward exchange contracts and currency swap contracts were outstanding. credit equivalent in determining the capital adequacy requirement according to ...
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memo248.pdf
... of new pension rights). given the optimal levels of leisure v(s) commodity consumption ch is given by ch(s)pc(s) cl(s)pc( ... the composite price of future consumption, ws total wealth, cl the labour induced commodity consumption, do and ds 24 discount factors. the euler equation for ... of the pension accrual is bl(t + j, j) bp(t, j) swap rate used for the calibration. in the ultimate baseline scenario ...
cpb.nl