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Swapnote futures

Swapnote is a cash-settled future that prices like a notional bond future with a fixed notional coupon and a range of fixed maturities. This allows market participants to gain access to the interbank swaps curve using a future, and unlike Government Bond futures does not carry basis risk.

Trade across the curve

Resources

Transitioning to alternative reference rates

We can help you manage the shift, with real-time derivatives data, valuations and analytics, futures contracts on all major alternative rates and IBA’s preliminary Term Rates for SONIA

Managing interest rate risk

The pandemic forced central banks across the world to change their trajectories. The UK, EU and US responded with unprecedented monetary policy that sought to soften the effects of government shutdowns and revitalize economies.

Transitioning to alternative reference rates

We can help you manage the shift, with real-time derivatives data, valuations and analytics, futures contracts on all major alternative rates and IBA’s preliminary Term Rates for SONIA

Managing interest rate risk

The pandemic forced central banks across the world to change their trajectories. The UK, EU and US responded with unprecedented monetary policy that sought to soften the effects of government shutdowns and revitalize economies.