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 ...

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 ...

MUMBAI, Feb 5 (Reuters) - Dollar-rupee forward premiums and very-near-tenor swap rates dipped on Wednesday as some of the excess dollar liquidity in the banking system was drained and on ...