メインコンテンツに移動

Eurex-LCH basis hits new highs amid rates vol

10-year price gap spikes to 4bp as 30-year whipsaws; Eurex gauge indicates stable flow balance

deutsche-borse-eurex-hq-the-cube
The Cube in Frankfurt, home of Eurex Clearing

The price gap between euro interest rate swaps cleared in London and Frankfurt hit new highs in recent weeks, suggesting a growing imbalance in flows amid soaring interest rate volatility and uncertainty over how much activity will be transferred to Eurex Clearing under recent proposals from the European Commission.

The basis between 10-year euro swaps cleared through London’s LCH SwapClear and

コンテンツを印刷またはコピーできるのは、有料の購読契約を結んでいるユーザー、または法人購読契約の一員であるユーザーのみです。

これらのオプションやその他の購読特典を利用するには、info@risk.net にお問い合わせいただくか、こちらの購読オプションをご覧ください: http://subscriptions.risk.net/subscribe

現在、このコンテンツをコピーすることはできません。詳しくはinfo@risk.netまでお問い合わせください。

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

無料メンバーシップの内容をお知りになりたいですか?ここをクリック

パスワードを表示
パスワードを非表示にする

Most read articles loading...

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

ログイン
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 individual account here