Eris: Trading IR Futures cheaper than via ISDA IRS
A PDF I received from Eris shows their analysis of trading costs of the usual OTC IRS contracts versus their own long dated Futures contracts, download the document here. Filed under: Eris, Trading...
View ArticleWill Rhode of Tabb Comparing Swaps & Futurised Swaps
A great piece of research comparing the differences in cost and regulation of equivalent OTC & ETD products, here Filed under: Central Counter Party, Dodd Frank, Eris, Execution, Initial Margin,...
View ArticleHappy (Belated) Dodd-Frank Day – Mar 11th
One of the most important milestones in the G20′s 2009 commitments has come and gone. Read TABB Group’s perspective on the build-up to this milestone since last November’s CFTC announcement, volume...
View ArticleFT article: BBG threatens to sue CFTC
FT article: BBG threatens to sue CFTC (subs required) Bloomberg has taken the first step towards suing CFTC over what they see as an un-level playing field in margin holding periods and block sizes...
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