New research by market consultancy firm Greenwich Associates uses a quantitative model to analyse the use of futures as an alternative to trading swaps. With consideration to new derivatives regulations, changes in liquidity and capital rules, the report finds futures to be the least expensive alternative for firms expressing views on interest rates.
For the news article in Traders Magazine please click here.
For the full report “Total Cost Analysis of Interest-Rate Swaps vs Futures” please click here.
