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Using Treasury Futures to Replace Swaps by novrain557 is a document available to read on EtoBox.

What is Using Treasury Futures to Replace Swaps about?

The document discusses the challenges and regulatory changes introduced by the Dodd-Frank Act regarding swaps trading, particularly focusing on how Treasury note futures can be used to replace over-the-counter interest rate swap positions in a low interest rate environment. It highlights the advantages of using Treasury futures over swaps due to lower regulatory burdens and explains the mechanics of determining which futures contracts to use and how to calculate the necessary contract quantities to replicat

Author

novrain557

Language

EN