In-depth introduction: Interest rate swaps

rip-otc

On September 18, CME Group launched an interest rate swap futures contract for the second time – 10 years after its first attempt. The original product never took off, so what’s different this time?

Well, everything. Back in 2002, the CME’s pitch to potential users was that the contract would help them fine-tune their interest rate hedges. Today, the product brochure highlights the black, regulatory cloud hanging above the over-the-counter market as a result of new clearing, trading, reporting

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here