Cross-Border Fragmentation of Global Interest Rate Derivatives: The New Normal?

The global derivatives markets – in particular, the market for euro interest rate swaps – remains fragmented along geographic lines, according to an analysis of data to June 30, 2015. This report is the fourth in a series of research notes charting changes in global liquidity pools since US swap execution facility (SEF) rules came into force in October 2013.

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Documents (1) for Cross-Border Fragmentation of Global Interest Rate Derivatives: The New Normal?

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