Interest rate futures
Eurex’s new Swiss rate futures in naming pickle
German exchange used ‘wrong month’ to name Saron futures
Interest rate ETD volumes tick up in Q3
Longer-dated contracts push total open interest higher
Jump: inside the secretive e-trading giant
Execs at the Chicago prop firm wish the whole world was a Clob, but as bilateral volumes rise, they’ve decided to go with the flow
IBA launches term risk-free rates
Forward-looking one-, three- and six-month Sonia rates to be based on Ice futures data
Interest rate ETD open interest drops in Q2
Open interest in options and futures contracts combined dropped 12%
Interest rate ETD open interest soars
Outstanding positions at end-March hit $105 trillion
Power to the people: US bourse bets on retail rush into swaps
Eris Exchange hopes retail access to its swap futures will usher in new era of swaps for all
LCH and CME to start clearing SOFR swaps in third quarter
Scramble to offer clearing aimed at cutting clients’ margin and capital costs
Podcast: Mercurio on Libor, fraud and writing models on a plane
Post-Libor environment and financial crime detection to drive future research, says top quant
Goldman’s veteran rates head moves to risk role
Three co-heads named after Pantazopoulos ends nine-year run at the head of rates group
Exchange innovation of the year: CME Group
Risk Awards 2017: Patience pays off with spectacular success of Ultra 10 Treasury futures
LSE forced to rework Curve deal over merger risks
Banks demand LSE use its own cash while awaiting verdict on Deutsche Börse tie-up
Strength turns to weakness for old OTC market
Non-cleared notional falls $36 trillion as costs and complexity grow
Fed data dependency backfires
Past year has seen huge change in formation of rate expectations
Competition is saving end-users from euro swaps price hikes
Swap dealers are often described as a cartel; right now, they are not acting like one
Hidden price pressures grow in euro swap market
Clients face wider bid/offer spreads, as dealers struggle to find liquid hedges