CHF SARON Up to 31Y Mandated for clearing by the CFTC if swap residual maturity is between 7 days and 30 years. EUR EuroSTR Up to 51Y Mandated for clearing by the CFTC if swap residual maturity is between 7 days and 3 years. DKK DESTR Up to 11Y Not mandated for clearing by the ...
CHF SARON Up to 31Y Mandated for clearing by the CFTC if swap residual maturity is between 7 days and 30 years. EUR EuroSTR Up to 51Y Mandated for clearing by the CFTC if swap residual maturity is between 7 days and 3 years. DKK DESTR Up to 11Y Not mandated for clearing by the ...
The Euro (EUR) is a bona fide currency introduced by the European Com- munity on Jan. 01, 1999 [1] in contrast to the XEU which was a theo- retical ”basket” of currencies. The EUR is superseding national currencies in eleven countries of the European Union which have been found...
Outside of the dollar commonality, the Euro and Swiss Franc share a strong geographical and economic relationship. Both are each other’s trading partners and it is neither one’s financial interest to deviate from price parity. In fact, the Swiss Central Bank has been known to intervene when...