Interest rate swaps
Data shows OTC notionals shrank as clearing started in US
When a small group of firms became subject to the first US clearing mandate in March, outstanding notionals for clearing-eligible products temporarily dipped. With a larger group of firms set to start...
OTC clearing onshore in China will be delayed until at least the end of 2013 or early 2014 according to an official at Shanghai Clearing House
Last month saw the launch of a template for a new standardised interest rate swap product – an attempt to protect swap market liquidity from the threat of futurisation. The first product based on the...
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More Interest rate swaps articles
CNH Hibor fixing to spur interest rate swap market
Launch of the CNH Hibor to lead to an increase in CNH loans and hedging instruments such as floating rate notes and interest rate swaps
Isda AGM: Template for standardised interest rate swaps launched
Isda and Sifma jointly unveil market-agreed coupon standardised interest rate swaps
Standardised OTC swaps to launch within weeks
Isda-Sifma working group discussions continue but trueEX prepares to list OTC swaps with standard coupons and IMM dates
Singapore positions itself as OTC clearing hub for Asia
Clearing link with KRX will lead to larger volumes and efficiencies at SGX
Late nights and illegality - but start of clearing in US goes well
The days either side of the first US clearing deadline saw last-minute decisions by clients and regulators, operational niggles and some illegality. The industry expects breaches of the rules to get a pass for now, so the first phase of the new regime...
Bloomberg may set up futures exchange
Trading venue looks to hedge its bets if it fails to close the margin gap between OTC swaps and futures
Swap regulations hold key to future of OTC algorithmic trading
The arrival of central limit order books in the interest rate swap market has opened the door to algorithmic trading – but only a little. Its future depends on how the over-the-counter market evolves. By Peter Madigan
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