One of this year’s most popular macro strategies, the swap spread trade widener, faces an inflection point in the Federal Reserve’s widely expected update to its $6.6 trillion securities portfolio at ...
KUALA LUMPUR, March 10 (Reuters) - Malaysia's central bank said on Wednesday non-resident banks may trade ringgit-denominated interest rate swap (IRS) without any underlying commitment with any ...
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 ...