The swap futures comeback
CME cross-margining and Reit hedging drive new growth in Eris contracts
On March 27, a single directional block trade worth $1.5 billion in notional printed in an interest rate contract that, just two years earlier, few outside a handful of Chicago-based proprietary trading firms were actively quoting.
The following week on March 31, two more directional block trades hit the logs, with notionals of $500 million and $1 billion, respectively. It helped March become a
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