Swaptions are over-the-counter contracts and are not standardized, like equity options or futures contracts. Thus, the buyer and seller need to both agree to the price of the swaption, the time ...

The normalized implied volatility for options expiring in three-months on ten-year euro interest rate swaps, known as 3m10y swaptions, has slid to an annualized 56 basis points from 67 basis ...

The Simplify Bond Bull leverages long-duration assets and swaptions to protect against economic downturns and sudden interest rate declines. Learn more on RFIX ETF here.

Interest rate options have started a voluntary shift onto electronic platforms as Garda Capital Partners completed the first fully electronic swaption trade on Tradeweb's swap execution facility.

The so-called two-year swaptions climbed above the longer tenor in 2016, when the BOJ surprised markets with the introduction of its negative interest-rate policy.

EGF - AAA Fund With Overwritten Swaptions Jan. 03, 2023 8:46 PM ET BlackRock Enhanced Government Fund Inc. (EGF) AGG , BKT , EDV , EGF 1 Comment 1 Like Binary Tree Analytics ...

Transactional volume of swaptions, which are options on interest rate swaps, was nearly $700 billion in the week as of late February, Commodity Futures Trading Commission data showed.

Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. We know that trading in CDS index options is getting bigger and bigger. Investors want to bet on volatility ...

The gross notional outstanding of CDS index swaptions is currently $373bn, according to the DTCC, though the figure varies week to week depending on expiration dates of the contracts.

NEW YORK, Oct. 16, 2017 /PRNewswire/ -- Tradeweb Markets, a leading global provider of fixed income, derivatives and ETF marketplaces, announced the launch of swaptions trading on TW SEF. Garda ...