… .7 million prepayment and terminated interest rate swap gains related to the pay …

… income LCH Limited SwapClear (a) Interest rate swaps RepoClear Repos (UK Gilts collateral …

… , which was offset by an interest rate swap benefit of approximately $30 million …

… ,000 has been fixed with interest rate swaps, which effectively provide a fixed …

… the fixed leg of an “interest rate swap” — derivatives that allow investors to … spreads would normalise — betting against interest rate swaps and buying Treasuries as a …

… ) (Gain) loss on de-designated interest rate swap valuation adjustment - (3,675 … fair value adjustments related to interest rate swaps - (3,675) Non-recurring …

… market values associated with customer interest rate swap programs. Total liabilities decreased by … of derivatives associated with customer interest rate swaps and related collateral received from …

… net fees on loan-level interest rate swap transactions. Partially offsetting these increases … net fees on loan-level interest rate swap transactions and an increase in …

… also saw a dip, and interest rate swaps experienced increased volatility. Despite the …

… %     2.6   15 % Interest rate swap collateral funds   34.8     48 …       (0.3 ) (6 )%     —   — % Interest rate swap income   0.5     1.2 …