Episode 65
Quick Takes: Swaption volumes by strike Q2 2024
August 27th, 2024
11 mins 9 secs
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About this Episode
This week Chris discusses swaption volumes and market trends in Q2 2024. He takes us through the latest data on swaption trading, focusing on the impact of recent market volatility and changes in reporting standards. Chris and Amir delve into the complexities of the swaption market, including the challenges in identifying straddles and the significance of heat maps in visualizing trading activity. Whether you're new to swaptions or a seasoned market participant, this episode offers valuable perspectives on a niche yet critical segment of the financial markets.