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Interest rate swap - Wikipedia
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Interest rate swap - Definition, valuation
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Download option requires free online Intuit account. In addition to the swaps classes, indexes and maturities listed above, we describe below the trade characteristics eligible for clearing by SwapClear for each class of swap. What We Clear.
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We give our Clearing Members and their clients access to the most liquid range of OTC interest rate swap clearing options in the marketplace today. Your Clearing Options. Below is a reference guide to the swap products we currently clear. Mandated for clearing by the CFTC if swap residual term to maturity is between 28 days and 30 years.