Search
This article looks at the USD Interest Rate Swap volumes reported by CME and LCH in the five weeks post the June 10 mandatory clearing deadline.
July was a relatively volatile month for U.S. Treasuries. Investors witnessed the yield on the 10-year note climb to intraday high of 2.74% on July 5, which followed a strong jobs report that raised concern about the Federal Reserve possibly pulling back on its bond-buying program.
Economic data released during August indicated signs of improvement in the U.S. and in parts of Europe.
The next phase of derivatives trading reform has begun with swap execution facilities (SEFs) submitting swaps instruments to be made available to trade (MAT) with the CFTC.
Over the past year, the global fixed income community has experienced one of the most exciting and challenging market environments amid a period of broad financial reform.
The U.S. Federal Reserve announced that it would cut back its bond buying by an additional $10 billion to $65 billion following Chairman Ben Bernanke’s last FOMC meeting on January 29.
Since the start of 2017, Tradeweb U.S. Treasury volumes1 have risen relative to average daily volumes (ADV) on the Federal Open Markets Committee (FOMC) statement and inflationary data releases (CPI, PCE, AHE), compared to levels from the first hike in December 2015 through the end of 2016 (the earlier part of the hiking cycle).
The following data is derived from trading activity on the Tradeweb European-listed ETF platform from 1 July to 30 September 2014.
The success of the G20 agreement finalized in Sept. 2009 to enhance transparency and increase market stability while reducing counterparty, operational and liquidity risk will be largely dependent on the efficient management and effective allocation of collateral.
The success of the G20 agreement finalized in Sept. 2009 to enhance transparency and increase market stability while reducing counterparty, operational and liquidity risk will be largely dependent on the efficient management and effective allocation of collateral.