Capitolis, the financial technology company, announced today that it has successfully completed its run of multilateral exercises to transition legacy USD LIBOR-referenced swaptions to vanilla SOFR ...

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 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.

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.

Swaps/swaptions ≥ 1-year ADV was up 22.6% YoY to $410.4bn and total rates derivatives ADV was up 34.5% YoY to $690.3bn. Strong swaps/swaptions ≥ 1-year activity was driven by healthy risk ...

Swaptions, which are options on interest rate swaps, are one segment of the more than $600 trillion over-the-counter rate derivatives market. Rate swaps measure the cost of exchanging fixed-rate ...

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.

Capitolis Successfully Completes USD Swaptions LIBOR Transition to SOFR. 17 global dealers transition their legacy LIBOR swaption inventory, multilaterally switching more than 17,000 trades.

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 ...