About interest rates
We can help you structure and manage your interest rate exposures. We have products and services that suit both asset and liability managers from standard or vanilla securities to tailor made offerings to suit more complex exposure management issues, generally at a total portfolio, or whole of project, level of risk.
Capabilities
We design and transact in risk management products by understanding your risks, your risk appetite and what we need to do to achieve the right solution. We hedge current, future and potential interest rate exposures for you. Read details
Interest rate hedging products and services
| Complex Asset and Liability Management |
Products for those hedging a portfolio of interest rate exposures, call us on (612) 8232 8304 or debtmarkets@macquarie.com |
| Swaps |
Agreements to pay, or receive, a series of fixed rate payments in exchange for receiving, or paying, a series of floating rate payments. Contact us on (612) 8232 8300 or at debtmarkets@macquarie.com |
| Forward Rate Agreement |
Agreements to pay, or receive, a fixed interest rate for a specific period in the future. Contact us on (612) 8232 8300 or at debtmarkets@macquarie.com |
| Overnight index swaps |
A way to hedge your exposure to the cash rate. Contact us on (61 2) 8232 8300 or debtmarkets@macquarie.com |
| Inflation Swaps |
Agreements to pay, or receive, a series of payments indexed to inflation. Contact us on (612) 8232 8304 or at debtmarkets@macquarie.com |
| Options - Bond |
The right, but not the obligation, to buy or sell a bond at a point in the future. Contact us on (612) 8232 8300 or at debtmarkets@macquarie.com |
| Options - Interest Rate Caps |
The right, but not the obligation, to periodically pay a fixed interest rate. Based on you paying no more than the rate in the contract. Settled against a floating reference rate. Contact us on (612) 8232 8300 or at debtmarkets@macquarie.com |
| Options - Interest Rate Floors |
The right, but not the obligation, to periodically receive a fixed interest rate. Based on you receiving no less than the rate in the contract. Settled against a floating reference rate. Contact us on (612) 8232 8300 or at debtmarkets@macquarie.com |
| Options - Swaption |
An option on a swap. The right, but not the obligation to pay, or receive, a fixed interest rate through a swap. Contact us on (612) 8232 8300 or at debtmarkets@macquarie.com |
| Exotic Structures |
A variety of specific instruments utilised to address tailored risk needs. These include, but are not limited to, structures such as barrier options, range notes, and multifactor options. Contact us on (612) 8232 8304 or on debtmarkets@macquarie.com |
Other related products
If you want to manage interest rate exposures by using a listed derivative, we suggest you review futures.
Tailored solutions
If these interest rate instruments aren't quite what you were looking for, call us and we'll help you put together a tailored solution which suits your specific needs.
Click here to view our Financial Services Guide.
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