A collapse in demand for long-dated interest-rate hedges from some of the biggest buyers in Europe is set to ignite volatility in bond markets, the head of fixed income trading at ABN Amro Bank NV ...

To continue reading this content, please enable JavaScript in your browser settings and refresh this page. Interest rates have been a persistent challenge for ...

A large chunk of interest-rate derivatives trading has migrated to US venues this year following the UK’s withdrawal from the European Union, dealing a blow to the City of London and highlighting the ...

Bank trading desks are struggling to capitalise on the record volume passing through interest rate derivative markets this year, as fierce competition is tightening bid-offer spreads and compressing ...

Despite being one of the largest and most critical markets in global finance, interdealer interest rate swaps (IRS) have remained an outlier in the digital transformation sweeping through trading ...

At their core, interest rate swaps are a derivative instrument built on the premise of comparative advantage. To see how interest rate swaps benefit both parties, try to understand gains from trade in ...

NEW YORK, Nov 26 (Reuters) - Conflicting signals from the Federal Reserve on the timing and magnitude of U.S. interest rate cuts have accelerated hedging flows into swaptions and derivatives tied to ...

We're taking a snapshot of the Aussie interest rate swap curve and identify a c.50bp pa gap between the 10yr rate and our projected profile for 3mth bills. Comparing the US curve, we identify a choice ...

Kilian Frensch, hired from Deutsche Bank AG two years ago to lead trading in European interest-rate swaps, left Nomura in recent weeks, people familiar with the matter said, asking not to be ...