Navigated to Episode 97: Quick Takes:  Swaption volumes by strike, Q4 2024

Episode 97: Quick Takes:  Swaption volumes by strike, Q4 2024

March 15
10 mins

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Episode Description

In this episode Chris Barnes and Mark Bell discuss the significant swaptions activity in Q4 2024, noting a 100 basis point range in 10-year swaps and changes in block trade sizes.

Chris analyzes the implications of these market movements, the role of regulatory regimes, and the growing interest in swaptions data. Mark adds insights on Clarus heatmaps and trading packages, emphasizing the importance of swaption data in risk management and market analysis.

ION #IONMarkets #ClarusFT #FinancialMarkets #ClarusBlog #QuickTakes #Swaptions #MarketAnalysis #Derivatives #TradingInsights #RiskManagement
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