Total Return Swaps (TRS) are swap contracts where one counterparty pays/receives the total return of an asset to/from another counterparty, versus receiving/paying a “financing” rate. Bond ...

An asset’s total return measures how much value it generates in total. This includes both capital gains (when an asset gains market value) and income (when an asset makes a direct payment). Total ...

Archegos Capital Management’s investments were partly concentrated in a common Wall Street derivative, called a total return swap, that has for years faced scrutiny from regulators and even some ...

The trading of those swaps was famously portrayed in Michael Lewis' book "The Big Short" and a subsequent film. You can read Bloomberg's full article on AT1 derivatives here. Recommended video ...

Bloomberg today announced the launch of standardized Total Return Swap contracts on the Bloomberg Barclays Indices, providing predefined synthetic exposure to cash bonds for the most widely-used ...

“Building on the success of our expanding suite of Total Return contracts, our new FTSE 100 AIR Total Return futures are an ideal addition that will provide a capital-efficient, exchange-traded ...