More questions about Single Sided Swap Futures? Press here for his contact details. He is very eager to help. The economics of the resulting futures transaction would exactly mimic the financial terms of an OTC interest rate swap. Will Single Sided Swap Futures contracts net in the same way as regular futures contracts?
Yes, definitely. Single Sided Swap Futures contracts will net down just like all other futures contracts. Just think of the amount of computer processing time that can be saved on a daily basis from the elimination of potentially hundreds of line items from the OTC swaps portfolio.
What happens when Single Sided Swap Futures expire? Single Sided Swap Futures have the potential to be settled in one of two ways — either for cash or into a physical OTC swap. A number of current swap futures contracts around the world settle into cash.
SSSF could definitely expire into cash following similar methods. All Rights Reserved.
View on Mobile. OIS Fed Funds. Fixed Rate Contracts. Underlying Cash Flow Start Date. For example, June 15, Underlying Cash Flow End Date.
CME Group to Serve as Administrator for Market Agreed Coupon Swaps Contract
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