LCH-Eurex Basis in EUR IR Swaps

In my Dec 2015 blog, CCP Basis Spreads:What Next, I opined that we would see CCP Basis Spreads becoming significant in non-USD Interest Rate Swaps and I subsequently covered the LCH-JSCC Basis in JPY Swaps. Today I will look at the LCH-EUREX Basis in EUR Swaps. Broker Quotes Lets start with Tradition’s EUR CCP Basis Swaps prices […]