Forward-starting swap volumes fail to surge, says Isda

Data shows users are not flocking to the product to avoid Sefs

CFTC headquarters

Derivatives users have not flocked to forward-starting swaps to avoid having to execute trades on swap execution facilities (Sefs), despite claims to the contrary, according to data presented by the International Swaps and Derivatives Association on September 9.

The research, based on forward-stating swap trade data from October 2013 to August 2014, breaks down interest rate contracts into three categories. The first covered forward-starting swaps that start on one of the next two international

To continue reading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: