26 May 2015

Swap Trading: Examining the Cost of the CME-LCH Basis ...

Amir Khwaja, Clarus Financial Technology

Recently, the price difference for clearing the same USD swap at LCH or at CME has increased significantly. How does this difference impact swap prices and firms’ hedging strategies and portfolios? And what are the reasons behind the basis spread? rest of story...


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    Forget Leap Year. What's a Leap Second?

    The leap second happens every few years when the standard time around the world is adjusted by one second to account for a slight mismatch between clocks and the earth’s rotation. And it has some exchanges and ...
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    Making Fixed Income Best Ex a Reality

    As global regulators push for increased transparency across markets, best execution requirements appear increasingly likely in fixed income. Even ahead of regulatory mandates, however, firms have a strong ...
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    The Past, Present and Future of Peer-to-Peer Lending: Ron Suber

    The peer-to-peer lending industry is revolutionizing the way people borrow and the ways they invest. Delivering the closing keynote address at LendIt USA 2015, Ron Suber, president of Prosper Marketplace, which ...

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Fixed Income Opinion & Analysis


Swap Alternatives Fall Short as U.S. Swap Market Transitions

Colby Jenkins, TABB Group

While fragmentation of global swaps liquidity appears to be abating somewhat, trading on SEFs in the U.S. has been slow to evolve. Meanwhile, though swap future growth has been steady, there still is no comparison between interest rate swap and interest rate swap futures liquidity. Ultimately, ho... Continue

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