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Channel: CME-LCH Basis – Clarus Financial Technology
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Why Are Bond Issuers Not Taking Advantage of Price Differentials?

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Over the past couple months we’ve been documenting the CME-LCH basis trade including: How it’s come about Looked at clearing data for evidence of any movements between venues Looked at SEF data for which SEFs are seeing these flows The implied forward rates in the basis Downstream impacts to the CME convexity trade. Many newcomers […]

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