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Toll Free: +1 866 716 7274
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Phone: +1 312 930 2316
Toll Free: +1 800 331 3332
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With the recent introduction of CME Group's Deliverable Swap Futures, market participants can now express views on swap spreads by combining two futures products – a DSF combined with a Treasury future – instead of combining an over-the-counter spot‐starting IRS and a Treasury security.
Benefits of these Futures Swap Spreads include counterparty credit risk mitigation, greater capital efficiencies, standardization and transparency, CME Group analyst James Boudreault wrote in a report.
Both legs of the spread are backed by CME clearing, "enabling potentially significant margin savings due to immediate risk offsets given for holding a long and short position in a pair of CME Group interest rate futures."
Disclaimer: This information was obtained from sources believed to be reliable, but we do not guarantee its accuracy. Neither the information nor any opinion expressed therein constitutes a solicitation of the purchase or sale of any futures or options contracts.