Total Derivatives Home
Products
Swap Trades
| Timestamp | Curr | Type | Term | Settle | Maturity | Price | Size |
Features
USD New Issues: Higher gear kicks in
$46.34bn priced in IG new issuance (ex-SSA) last week, above expectations. The stronger pace is expected to continue with around $35bn anticipated.
New SDR data: Which broker/platform/venue did the trade?
Total Derivatives SDR data tables have had a refresh for 2023. From now, see which broker, platform or other venue did the trade.
Basis: Year-end turn fear not turning up?
Free of the distractions of bond issuance and with no clear signs of market panic, basis swappers allowed themselves to dream of a quiet year-end.
UK DMO’s Stheeman on supply, GEMMs and gilt volatility
DMO boss Stheeman today looked at the latest revision to the gilt remit, and why GEMMs should be happy. And the gilt curve bear-flattened post-Budget.
Total Derivatives is hiring: Sales Manager – Subscriptions
Total Derivatives is hiring: Sales Manager – Subscriptions
UK DMO’s Stheeman: Market must decide what works; 5y yields +45bps
The maxi-Budget from new Chancellor Kwarteng has upped the workload of the DMO yet again. Its chief says it will cope, with the help of the market.
KfW: Where to go with EURIBOR and ESTR?
KfW treasury officials discuss the balance between liquidity, cost and volatility for KfW in ESTR versus EURIBOR.
How SOFR futures and options liquidity is building: CME
Total Derivatives talks to CME's Agha Mirza, Group Global Head of Rates and OTC Products, about the growth of SOFR futures and options trading.