Science.gov

Sample records for eurodollars

  1. 17 CFR 15.03 - Reporting levels.

    Code of Federal Regulations, 2011 CFR

    2011-04-01

    ... Eurodollar Time Deposit Rates 3,000 3-Month Euroyen 100 2-Year German Federal Government Debt 500 5-Year German Federal Government Debt 800 10-Year German Federal Government Debt 1,000 Goldman Sachs...

  2. 17 CFR 15.03 - Reporting levels.

    Code of Federal Regulations, 2014 CFR

    2014-04-01

    ... Eurodollar Time Deposit Rates 3,000 3-Month Euroyen 100 2-Year German Federal Government Debt 500 5-Year German Federal Government Debt 800 10-Year German Federal Government Debt 1,000 Goldman Sachs...

  3. 17 CFR 15.03 - Reporting levels.

    Code of Federal Regulations, 2013 CFR

    2013-04-01

    ... Eurodollar Time Deposit Rates 3,000 3-Month Euroyen 100 2-Year German Federal Government Debt 500 5-Year German Federal Government Debt 800 10-Year German Federal Government Debt 1,000 Goldman Sachs...

  4. 17 CFR 15.03 - Reporting levels.

    Code of Federal Regulations, 2012 CFR

    2012-04-01

    ... Eurodollar Time Deposit Rates 3,000 3-Month Euroyen 100 2-Year German Federal Government Debt 500 5-Year German Federal Government Debt 800 10-Year German Federal Government Debt 1,000 Goldman Sachs...

  5. Comparison of field theory models of interest rates with market data

    NASA Astrophysics Data System (ADS)

    Baaquie, Belal E.; Srikant, Marakani

    2004-03-01

    We calibrate and test various variants of field theory models of the interest rate with data from Eurodollar futures. Models based on psychological factors are seen to provide the best fit to the market. We make a model independent determination of the volatility function of the forward rates from market data.

  6. 77 FR 62308 - Self-Regulatory Organizations; The Options Clearing Corporation; Notice of Filing of Advance...

    Federal Register 2010, 2011, 2012, 2013, 2014

    2012-10-12

    ... the New Facility from: JPMorgan, the administrative agent, euro administrative agent and collateral... Facility includes a tranche that may be drawn in dollars or euros and a dollar-only tranche. The aggregate... billion. The dollar equivalent of the total loans denominated in euros under the euro/dollar tranche...

  7. 12 CFR 652.5 - Definitions.

    Code of Federal Regulations, 2010 CFR

    2010-01-01

    ... Banking FARM CREDIT ADMINISTRATION FARM CREDIT SYSTEM FEDERAL AGRICULTURAL MORTGAGE CORPORATION FUNDING... Corporation under section 8.3(b)(13) of the Farm Credit Act of 1971, as amended. Asset-backed securities (ABS... this subpart, ABS exclude mortgage securities that are defined below. Eurodollar time deposit means...

  8. 77 FR 18288 - Self-Regulatory Organizations; Chicago Mercantile Exchange Inc.; Notice of Filing and Order...

    Federal Register 2010, 2011, 2012, 2013, 2014

    2012-03-27

    ... those with price risks that are ] significantly and reliably correlated and initially will be Eurodollar... Guaranty Fund to more quickly react to an IRS Clearing Member's current activity and to align the... provides the winning bid) and subordination (if such IRS Clearing Member provided an off market price)....

  9. Highly flexible distributions to fit multiple frequency financial returns

    NASA Astrophysics Data System (ADS)

    BenSaïda, Ahmed; Slim, Skander

    2016-01-01

    Financial data are usually studied via low flexible distributions, independently of the frequency of the data, due to their simplicity and analytical tractability. In this paper we analyze two highly flexible five-parameter distributions into fitting financial returns, these are the skewed generalized t (SGT) and the generalized hyperbolic (GH). Applications carried on two exchange rates (Euro-Dollar and Dollar-Yen), and two indexes (S&P 500 and Nikkei 225) over four frequencies: weekly, daily, 30-min and 5-min, confirm the superiority of the SGT and GH in approximating the distribution of a given data at a remarkable precision. Moreover, as we move from higher to lower frequency, the distribution's overall shape does indeed change radically, and the estimated parameters refute the tendency to normality, which calls into question the aggregational Gaussianity's stylized fact.

  10. Estimating time-varying conditional correlations between stock and foreign exchange markets

    NASA Astrophysics Data System (ADS)

    Tastan, Hüseyin

    2006-02-01

    This study explores the dynamic interaction between stock market returns and changes in nominal exchange rates. Many financial variables are known to exhibit fat tails and autoregressive variance structure. It is well-known that unconditional covariance and correlation coefficients also vary significantly over time and multivariate generalized autoregressive model (MGARCH) is able to capture the time-varying variance-covariance matrix for stock market returns and changes in exchange rates. The model is applied to daily Euro-Dollar exchange rates and two stock market indexes from the US economy: Dow-Jones Industrial Average Index and S&P500 Index. The news impact surfaces are also drawn based on the model estimates to see the effects of idiosyncratic shocks in respective markets.

  11. The Economic Consequences of Narcolepsy

    PubMed Central

    Jennum, Poul; Knudsen, Stine; Kjellberg, Jakob

    2009-01-01

    Background: Narcolepsy is a chronic neurodegenerative disorder with a typical onset in childhood or early adulthood. Narcolepsy may have serious negative effects on health-, social-, education-, and work-related issues for people with narcolepsy and for their families. The disease may, thus, present a significant socioeconomic burden, but no studies to date have addressed the indirect and direct costs of narcolepsy. Methods: Using records from the Danish National Patient Registry (1998-2005), we identified 459 Danish patients with the diagnosis of narcolepsy. Using a ratio of 1 patient record to 4 control subjects’ records, we then compared the information of patients with narcolepsy with that of 1836 records from age- and sex-matched, randomly chosen citizens in the Danish Civil Registration System Statistics. We calculated the annual direct and indirect health costs, including labor supply and social transfer payments (which include income derived from state coffers, such as subsistence allowances, pensions, social security, social assistance, public personal support for education, etc.). Direct costs included frequencies and costs of hospitalizations and weighted outpatient use, according to diagnosis-related groups, and specific outpatient costs based on data from The Danish Ministry of Health. The use of and costs of drugs were based on data from the Danish Medicines Agency. The frequencies and costs from primary sectors were based on data from The National Health Security. Indirect costs were based on income data derived from data from the Coherent Social Statistics. Results: Patients with narcolepsy had significantly higher rates of health-related contact and medication use and higher expenses, as compared with control subjects. They also had higher unemployment rates. The income level of patients with narcolepsy who were employed was lower than that of employed control subjects. The annual total direct and indirect costs were €11,654 (€ = Eurodollars