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future date or to cancel an existing swap in the future (iv) Swaps These are contracts between parties to exchange sets of cash ows based on a predetermined notional principal; only the cash ows are exchanged (usually on a net basis) with no principal exchanged Swaps are used to change the nature or cost of existing transactions, for example, exchanging xed-rate debt cash ows for oating rate cash ows Swap contracts are not exchange-traded, therefore they are not as liquid as futures contracts The principal types of swaps are interest rate swaps and currency swaps However, there are also basis swaps, equity swaps, commodity swaps, and mortgage swaps A brief description of seven swaps follows: 1 Interest rate swaps Interest rate swaps are used to manage interest rate risks, such as from oating to xed or xed to oating Periodic xed payments are made by one party, while another counterparty is obligated to make variable payments, depending on a market interest rate Master netting agreements are used to permit entities to legally set off related payable and receivable swap contract positions for settlement purposes 2 Foreign currency swaps Foreign currency swaps are used to x the value of foreign currency exchange transactions that will occur in the future Typically, principal is exchanged at inception, interest is paid in accordance with the agreed upon rate and term, and principal is re-exchanged at maturity 3 Fixed-rate currency swaps Fixed-rate currency swaps occur when two counterparties exchange xed-rate interest in one currency for xed-rate interest in another currency 4 Basis swaps Basis swaps represent a variation on interest-rate swap contracts where both rates are variable but tied to different index rates 5 Equity swaps Equity swaps occur when counterparties exchange cash ow streams tied to an equity index with a xed or oating interest 6 Commodity swaps Commodity swaps occur when counterparties exchange cash ow streams tied to the difference between a commodity s agreed upon price and its variable price, applied to an agreed-upon price of the commodity 7 Mortgage swaps Typical mortgage swaps occur when an investor exchanges interest payments tied to a short-term oating rate, for cash ows based an a generic class of mortgagebacked securities over a speci ed period The cash ows received by the investor include the xed coupon on the generic class or mortgage-backed securities and any discount or premium The notional amount of the mortgage swap is adjusted monthly, based on amortization and prepayment experience of the generic class of mortgage-backed securities When the contract expires, the investor may either have to take physical delivery of the mortgages (at a predetermined price) or settle in cash for the difference between the predetermined price and the current market value for the mortgages Collateral may be posted to reduce counterparty credit risk (v) Foreign Exchange Contracts These contracts are used both to provide a service to customers and as a part of the institution s trading or hedging activities The bank pro ts by maintaining a margin between the purchase price and sale price Contracts may be for current trades (spot contract), future dates (forward contract), or swap contracts The bank may also enter into these contracts to hedge a foreign currency exposure (vi) Other Variations Other types of derivative products are discussed in 26, Derivatives and Hedge Accounting (vii) Accounting Guidance The FASB issued Statement No 133, Accounting for Derivative Instruments and Hedging Activities, in June 1998 Statement No 133 provides a comprehensive and consistent standard for the recognition and measurement of derivatives and hedging activities.

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The rst results of studies wherein T was actually administered to mildly hypogonadal aging men did not indicate negative effects on lipid pro les In a double-blind, placebo-controlled, crossover study, Tenover found that administering T enanthate (100 mg per week) for three months to 13 healthy elderly men (with low serum total and non-SHBG-bound T levels) decreased total and LDL cholesterol without affecting levels of HDL cholesterol [130] Results of a study by Morley et al are in agreement with these ndings [131]; administration of 200 mg of T enan-

All the techniques from the book, including Flash FLA files, Flash movies (SWF files), code listings, and supplemental files, are on the CD in the folder named Techniques

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