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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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Fixed Income Opinion & Analysis

 
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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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