Swaptions are over-the-counter contracts and are not standardized, like equity options or futures contracts. Thus, the buyer ...

The combination of swaps and options yields a financial instrument called swaptions. This post sheds light on one of the types of swaptions – receiver swaption. Like options, Swaptions can be of ...

Weaker-than-expected results of last Friday’s 5-year auction caused caution towards tomorrow’s 20-year auction to increase further, providing swaptions with an extra push higher. The surge in vols was ...

Swaptions (Swap + options) is a derivative financial instrument with a swap as the underlying. One party called the writer or seller of the option gives another party called the holder or buyer of ...

PFIX ETF's short to medium term outlook has turned negative, as the Fed begins a rate-cutting cycle. Find out why I'm ...

James Chen, CMT is an expert trader, investment adviser, and global market strategist. Thomas J Catalano is a CFP and Registered Investment Adviser with the state of South Carolina, where he ...

Municipalities seeking to recover losses on other derivatives transactions, or merely to enhance the returns on their cash assets during a period of low interest rates, entered into derivatives ...

I quite like IVOL, a special ETF which holds swaptions on the 2-10 constant maturity spread. I go pretty in depth on IVOL in this article published a few weeks ago. Analyst’s Disclosure ...

Increased client adoption of specified pool trading led to record volumes for the month. Swaps/swaptions ≥ 1-year ADV was up 5.4% YoY to $402.3bn and total rates derivatives ADV was up 35.7% YoY to ...

The stock is now trading below its IPO price. Ackman is also holding on to interest rate swaptions in a bet that interest rates will decline, but so far that’s been the second biggest loser this ...

Traders say those changes will upend long-held dynamics in euro swaps markets, where Dutch pension funds have loomed large for years by buying ultra-long-dated hedges to dampen the impact of interest ...

Institutional participation in cryptocurrency options trading is being hampered by a lack of principal market-makers, with capital-constrained high-frequency trading firms – unable to warehouse ...