Category Archives for Uncategorized
INTEREST RATES – Spreading Treasury Futures and Deliverable Swap Futures
June 2016 While credit risk exposure has traditionally been captured by spreading over-the-counter (OTC) interest rate swaps (IRS) against on-the-run (OTR) U.S. Treasury notes or bonds, the expansion of Exchange listed US Dollar Interest Rate Swap futures (deliverable swap futures, or DSFs) at the major
Interview with Agha Mirza Managing Director and Global Head of Interest Rate Products CME Group
June 2016 Agha Mirza serves as CME Group’s Managing Director and Global Head of Interest Rate Products and is responsible for the management and growth of CME Group’s Interest Rate Futures and Options products. He holds both a Master of Science degree and a Bachelor
Outlook 2016
February 2016 Commodity and equity markets are seeing nearly a perfect storm of bearish factors at the start of 2016. In the order of importance, plummeting oil prices top the list followed by stuttering growth in China, fears of a strong dollar and expectations of