Derivatives

ABN Amro to clear Eurex FX futures and options

+0
1 View

Share
Category

LCH SwapClear sees $1 quadrillion notional cleared record

+0
0 Views

Share
Category

Tradeweb taps Eurex for direct clearing of interest rate swaps

+0
1 View

Share
Category

Deutsche Bank and Nomura execute first swaption trades with LCH SwapAgent

+0
1 View

UK clearinghouse LCH has processed its first swaption trades executed by Deutsche Bank and Nomura via its non-cleared derivatives clearing service SwapAgent.

Share
Category

LCH gains regulatory approval to clear FX NDFs in Japan

+0
1 View

Share
Category

Commerzbank to pay $12 million for swaps dealing violations

+0
1 View

Share
Category

Former Deutsche Bank swaps trader fined $350,000 for trying to hide trading losses

+0
1 View

Share
Category

Scandie Swaps

+0
0 Views

We take a look at Scandie swaps through the lens of our data products. SEK are the most traded currency, seeing an average daily volume of $19bn, and a monthly total of $290bn. SEK is the 7th largest cleared currency in IRS trading. The US persons market accounts for around 20% of volumes. There is […]

Share
Category

Cross Currency Basis and Turn of the Year

+0
1 View

There was a huge move lower of 30 basis points in short-dated cross currency swaps on Thursday September 28th. This is because the “front roll” went over the turn of the year date. There is a huge disconnect for turn of the year pricing between USD Libor and Cross Currency basis. USD overnight interest rates […]

Share
Category

Charles River Forms Business Alliance with Cassini Systems to Automate Margin Estimation

+0
1 View

Share
Category