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CME-LCH Basis For Dummies

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We occasionally still get asked about the price differential between CME and LCH swaps.  I typically refer folks to our online articles that have explained the phenomenon.  Since 2014, we have written 18 separate pieces on the CME-LCH basis spread.  A few of the ones that begin to quantify it include: May 20, 2015 – […]

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