Interest rate swaps
Thai debt office looks to help develop derivative market
As Thai investors look for more liquidity in longer-dated derivatives, structural barriers remain
CME rejects 'narrow-minded' criticism of Australia clearing licence
Purely domestic business of little interest to the US group
Compression to save the swaps business, dealers predict
Banks believe they can cut the notional value of their swaps books in half by the end of next year
Citadel prepares for swap market-making role
Hedge fund builds on equities and options operations
Central banks ready to break swap market's Libor habit
Powell says Fed will "make sure" move happens in coordinated fashion
Slow start to ASX Australian dollar OTC derivative clearing
Exchange CEO hopeful of gaining volumes
One trade a day is not a liquid market, Isda argues
Industry body says 15-40 trades per day should be rough benchmark of liquidity for Mifid
Japan FSA threshold for trade execution 'extremely high'
Only banks with ¥6tn in derivatives must trade swaps electronically
FSB says swaps users to be pushed away from Libor
Market may not give up liquid benchmark of its own accord, regulators accept
India relaxes interest rate derivatives limits for insurers
Insurers now able to hedge out interest rate risk beyond one year
Swap futures no threat to brokers – Icap Sef chief
Paulhac says CME swap future is being pushed as a margin-light product for clients
Barclays' Yarian promoted to head of US rates trading
Stack to fill vacancy left in clearing and prime brokerage
Nine foreign banks join Shanghai for mandatory IRS clearing
Significant global players not on list to join Shanghai Clearing House
Forward-starting swaps surge as market avoids Sefs
Derivatives users look to non-standard swaps to avoid Sef execution mandate
Transatlantic swap liquidity split persists – Risk.net poll
US rules have broken the swap market in two, according to 60% of respondents to a poll
Tower Research Capital: a high-speed shake-up for Credit Suisse’s rates business
Credit Suisse will get access to “world-class” technology in joint venture
Buy side pushes back on Aussie dollar swap clearing
Small firms reluctant to clear due to margin costs
QIC first Australian buy-side firm to execute on a Sef
Money manager looks to access all liquidity pools
Cleared US dollar swap volumes drop 80% on first day of Sef regime
Numbers compiled by Isda show huge drop - other sources claim smaller fall. Dealers say people "are tiptoeing their way in".
Collateral thinking – The impact of central clearing on insurers’ assets
Sponsored roundtable: BNY Mellon
China rate liberalisation to spur onshore IRS market
Interested parties
Europe set for swap futures shoot-out
Up to eight venues are gearing up to launch interest rate swap futures in Europe – each with a different take on the product. What does the market make of their chances? Tom Osborn reports
Shanghai's free trade zone to spur China interest rate hedging market
The Shanghai FTZ could prove a rival to Hong Kong if the experiment is a success