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March 21, 2013

SwapClear’s Final Settlement Pricing | Mark to CCP?

Anyone else looked at the page below? I believe this shows you the closing prices at SwapClear, and hence the first time anyone has put out publicly data which tells you where the market (yield) is in these products. Any firm trading OTC products who isn't a SwapClear member can now compare their own yields with these benchmarks and begin to see where they stand, in winning OTC business. In the words of one well informed Analytics expert, sorry for this, he said "HOLY SHIT!". Maybe not the same reaction for everyone, but it's another first for the OTC market, I think. SwapClear – SwapClear's Final Settlement Pricing.


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