The Long and Short of Futures Options: Deliverable Interest Rate Swap Futures

Published: June 30, 2014, 3:17 p.m.

What to Know: Deliverable Interest Rate Swap Futures. What are they? The distinction between swaps and swap futures. What are the advantages of swap futures over swaps? Why they're being embraced now. Who is the end user for DSFs?

What to Watch: Ways to create the most margin and capital efficient platforms, including DSFs, and cross-margining.

What's on Your Mind? Listener questions and comments

  • What is a SEF?
  • How is the volume on CME's SEF?