This typically involves the exchange of a fixed interest rate for a floating ... three- and six-month swaps against the ORR.

SHANGHAI (Reuters) - Investors are dialling back bets on near-term rate cuts in China, the derivatives market shows, as expectations grow that policymakers will refrain from easing policy when the ...

In building its interest rates swap platform, Citadel used its experience in futures market-making to create efficiencies and offer the lowest possible trading price. It quotes bid-ask spreads between ...