Webinar on MAC Swaps & Swap Futures
Please join us and CME on Wednesday, September 9th at 11:00am EST, for a discussion and Q&A on MAC swaps and swap futures. Â Registration here.
China’s Black Monday and Volatility of Swap Margin
We all know that the Shanghai Composite Index has seen massive volatility with the media dubbing August 24th as China’s Black Monday with the Index falling 8.5% and then a further 7.6% on the 25th. So I thought it would be interesting to look at how a USD Interest Rate Swap trade performed over this […]
August 2015 Review – What Summer lull?
Our loyal readers know the form by now, so let’s kick straight into our monthly review of all things Swap and SEF-related. The highlights: American markets successfully fought off the Summer lull, aided and abetted by significant volatility in the second half of August. SEF Volumes were 50% higher than last August in USD swaps. […]