SINGAPORE/SYDNEY, Nov 8 (Reuters) - Volatility has exploded in an obscure but important corner of Australia's $113-billion-a-day interest-rate derivatives market, with disruption flowing across fixed ...
We're taking a snapshot of the Aussie interest rate swap curve and identify a c.50bp pa gap between the 10yr rate and our projected profile for 3mth bills. Comparing the US curve, we identify a choice ...
SINGAPORE/SYDNEY, Nov 8 (Reuters) - Volatility has exploded in an obscure but important corner of Australia's $113-billion-a-day interest-rate derivatives market, with disruption flowing across fixed ...