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  • 2011 Sponsor
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FIA Interest Rates Forum

FIA Interest Rates Forum
New York Marriott Marquis 
New York, NY 
September 14, 2011

More than half of the $300 trillion notional amount of interest rate swaps outstanding at the end of June 2011 were centrally cleared. FIA's one-day program will provide a thorough briefing on the trading and clearing of interest rate swaps. Our expert speakers will also tackle the universe of potential collateral for both cleared and non cleared swaps and collateral transformation. With the rules not yet finalized, what can be done to prepare for the radical new landscape? Representatives from execution platforms, clearing organizations, asset managers, hedge funds, dealers, FCMs and insurance companies will share their views.

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Contact Toni at tvitale-chan@futuresindustry.org or 312.636.2919

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