The recent drop in U.S. yields has raised speculation that a wave of buying of Treasury securities and derivative products ...
The Simplify Bond Bull leverages long-duration assets and swaptions to protect against economic downturns and sudden interest ...
Investors in U.S. interest rate options are paying a premium for trades that will pay off if there is a dramatic drop in ...
US swaption investors are paying a steep premium for receiver swaptions as market participants hedge against the possibility of a dramatic drop in interest rates. The options market is pricing in ...
Swaption and Treasury future option trades are gathering pace as a growing number of clients hedge against a quickening of US interest rate cuts, dealers say. Nervous investors have increased buying ...
Analysts said the swaptions market has been skewed toward ... evident recently in the tightening spread between a 10-year interest rate swap and the 10-year Treasury yield. Tighter swap spreads ...
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. The underlying ...