Interest rate swaps
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
UK insurers recoupon interest rate swaps in bid to enhance yield
Unwinding in-the-money swaps to release cash for investments and collateral management
IsdaFix faces rival based on swap repository data
New end-of-day benchmark is "much harder to manipulate" than industry standard IsdaFix
Detroit swaps spark fight between dealers and insurers
Detroit spinners
Detroit prepares for court hearing on swaps termination
Court will rule on compromise agreement between bankrupt city and swaps counterparties
ASX and LCH battle for Australian clearing market
Two's a crowd?
OTC volumes shrink as category two clearing begins in US
Clearing volumes dip as hundreds of new firms are caught by US clearing rules, but activity rebounded on June 11
Data shows OTC notionals shrank as clearing started in US
Notional neurosis
China onshore OTC clearing postponed until 2014
OTC clearing onshore in China will be delayed until at least the end of 2013 or early 2014 according to an official at Shanghai Clearing House
Standardised OTC swaps spice up futurisation fight
Returns of the Mac
CNH Hibor fixing to spur interest rate swap market
Launch of the CNH Hibor to lead to an increase in CNH loans and hedging instruments such as floating rate notes and interest rate swaps
Isda AGM: Template for standardised interest rate swaps launched
Isda and Sifma jointly unveil market-agreed coupon standardised interest rate swaps
Standardised OTC swaps to launch within weeks
Isda-Sifma working group discussions continue but trueEX prepares to list OTC swaps with standard coupons and IMM dates