QuantHouse, the global provider of innovative market data services, trading and infrastructure solutions, today announced that Turquoise® has extended the QuantHouse real-time primary market data feeds to its Turquoise Plato™ midpoint matching services...
This research paper focuses on the inseparable relationship between
implied repo rates and equity index total return swaps. Written by Stuart
Heath, Director Equity & Index R&D at Eurex, it covers the various aspects
and calculations of both repo rates and the TRS.
T-note yields have had a somewhat volatile
week. The yield on 10y notes traded as low as
2.30% before closing last week at 2.40%.
Short positioning in US bonds has normalized
thanks in part to successful auctions.
According to Antoine Porcheret, Senior Equity & Derivative Strategist at BNP Paribas, Total Return Futures constitute a listed solution to mitigate concerns surrounding the envisaged introduction of bilateral margining for non-cleared OTC swaps...
Index Total Return Futures (TRF) are designed to offer a listed
solution for trading the implied equity repo rate. Index TRFs
aim to replicate the payoff profile of an Index Total Return
Swaps (TRS) in a cost efficient way. The first TRF product
launch will be the EURO STOXX 50® Index Total Return
Futures (Product ID: TESX).