OTC Derivatives Clearing Summit: Capital burdens could weigh on swap futures


The margin advantage enjoyed by swap futures contracts will be short lived, panellists predicted at Risk's OTC Derivatives Clearing Summit yesterday - either being reined in by risk and capital considerations, or as a result of the product's own success.

The instruments are controversial because they promise to replicate the economics of an over-the-counter interest rate swap, but the versions offered by CME Group and Eris Exchange are margined on the assumption it will take no more than two

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