Article: Swaptions Clearing, a more detailed look25 November 2013 | Amir Khwaja
Last week at SEFCON IV in NY, CFTC Chairman Gary Gensler in his keynote stated that Swaptions were the largest Interest Rate product not currently being Cleared.
This triggered me to think about updating my last blog of July 2013, see Swaptions Clearing, Why is it Important?
In this article I look at:
- Daily volumes in USD Swaptions.
- On SEF Volumes.
- Swaption Straddles, Payers & Receivers
- Expirys, Tenors and Strikes.
For the full article, please see Swaptions Clearing, a more detailed look.