Amir Khwaja
Posts by amir:
- 15 Apr 2024, 1Q24 CCP Volumes and Share in IRD
- 12 Mar 2024, What’s New in CCP Disclosures – 4Q23?
- 14 Feb 2024, 2023 SEF Volumes and Share in SOFR Swaps
- 16 Jan 2024, 2023 CCP Volumes and Share in CRD and FXD
- 09 Jan 2024, 2023 CCP Volumes and Share in IRD
- 02 Jan 2024, Our Top Blogs of 2023
- 13 Dec 2023, What’s New in CCP Disclosures – 3Q23?
- 29 Nov 2023, Time Series of Swap Prices and Volumes
- 14 Nov 2023, Default Simulation Exercises by CCPs
- 24 Oct 2023, Term SOFR and BSBY Volumes – October 2023
- 17 Oct 2023, 3Q23 CCP Volumes and Share in IRD
- 10 Oct 2023, SEC Proposal to Mandate Climate Risk Disclosures
- 03 Oct 2023, 3Q23 CCP Volumes and Share in CRD and FXD
- 25 Sep 2023, Central Clearing of US Treasuries
- 19 Sep 2023, ISDA SIMM – What changes in v2.6?
- 12 Sep 2023, Most Active Names in Credit and Equity Derivatives – August 2023
- 05 Sep 2023, What’s New in CCP Disclosures – 2Q23?
- 08 Aug 2023, How large are Cleared Swap markets?
- 01 Aug 2023, SOFR Swaps Volumes and Share – July 2023
- 26 Jul 2023, FSB Paper on Liquidity in Core Government Bond Markets
- 19 Jul 2023, 2Q23 CCP Volumes and Share in CRD
- 05 Jul 2023, 2Q23 CCP Volumes and Share in IRD
- 20 Jun 2023, Most Active Names in Credit and Equity Derivatives – May 2023
- 14 Jun 2023, What’s New in CCP Disclosures – 1Q23?
- 07 Jun 2023, Central Clearing of Bonds and Repos
- 30 May 2023, Term SOFR and BSBY Swap Volumes – May 2023
- 23 May 2023, ISDA SIMM v25a the first off-cycle release
- 17 May 2023, Most Active Names in Credit and Equity Derivatives – April 2023
- 10 May 2023, IDB Market Share in SOFR Swaps
- 19 Apr 2023, 1Q23 CCP Volumes and Share in CRD
- 12 Apr 2023, 1Q23 CCP Volumes and Share in IRD
- 04 Apr 2023, Synthetic USD Libor Annoucement
- 29 Mar 2023, Deutsche Bank Credit Default Swaps
- 22 Mar 2023, USD Swaps Margin Calls in March 2023
- 14 Mar 2023, What’s New in CCP Disclosures – 4Q22?
- 21 Feb 2023, Average and Term SOFR Volumes in 2022
- 15 Feb 2023, Most Active Names in Credit and Equity Derivatives – Jan2023
- 07 Feb 2023, Term SOFR and BSBY Volumes in 2022
- 01 Feb 2023, SOFR Swaps D2D Volumes and Share
- 24 Jan 2023, 2022 CCP Volumes and Share in CRD
- 17 Jan 2023, 2022 CCP Volumes and Market Share in IRD
- 05 Jan 2023, SDR – Trading Venues and Packages
- 03 Jan 2023, Our Top Blogs of 2022
- 20 Dec 2022, What’s New in CCP Disclosures – 3Q22?
- 21 Nov 2022, GBP Swaps variation margin in a financial crisis
- 09 Nov 2022, Rishi Sunak and the impact on GBP Swaps Initial Margin
- 26 Oct 2022, Most Active Names in Credit and Equity Derivatives – Oct22
- 19 Oct 2022, 3Q22 CCP Volumes and Share in IRD
- 05 Oct 2022, 3Q22 CCP Volumes and Share in CRD
- 28 Sep 2022, ISDA SIMM – What changes in v2.5?
- 21 Sep 2022, What’s New in CCP Quant Disclosures – 2Q22?
- 27 Jul 2022, Most Active Equity Total Return Swaps
- 20 Jul 2022, The Endgame for Basis Swaps?
- 12 Jul 2022, 2Q22 CCP Volumes and Market Share in IRD
- 06 Jul 2022, 2Q22 CCP Volumes and Share in CRD
- 15 Jun 2022, What’s New in CCP Quant Disclosures – 1Q22?
- 25 May 2022, Most Active CDS Single-names
- 17 May 2022, 1Q22 CCP Volumes and Share in CRD
- 11 May 2022, 1Q22 CCP Volumes and Market Share in IRD
- 27 Apr 2022, BSBY and Term SOFR Swap Volumes Update
- 20 Apr 2022, What’s New in CCP Disclosures – 4Q21?
- 12 Apr 2022, SBSDR – A look at Equity Total Return Swaps
- 30 Mar 2022, FTX’s Direct Clearing Model application to the CFTC
- 22 Mar 2022, SBSDR – Credit Derivative Volumes
- 09 Mar 2022, RUB NDF Trading Continues
- 23 Feb 2022, SEC Security-Based Swap Repositories are now Live!
- 16 Feb 2022, BSBY and Term SOFR Swap Volumes
- 09 Feb 2022, The CFTC Monthly Cleared Margin Report
- 01 Feb 2022, 2021 CCP Volumes and Share in CRD
- 25 Jan 2022, 2021 SEF Volumes and Share – CRD and FXD
- 18 Jan 2022, What’s New in CCP Disclosures – 3Q21
- 11 Jan 2022, 2021 CCP Volumes and Market Share in IRD
- 04 Jan 2022, Top Blogs of 2021
- 08 Dec 2021, IR Futures Volume – Nov 2021
- 01 Dec 2021, SOFR Swaptions – Month One Update
- 17 Nov 2021, SOFR Swaptions – Week One Update
- 10 Nov 2021, IM Model Validation for UMR under EMIR – Backtesting
- 27 Oct 2021, Cleared Swap Volumes and Share – 3Q 2021
- 20 Oct 2021, What’s New in CCP Disclosures – 2Q21
- 28 Sep 2021, ISDA SIMM v2.4 – Covid Calibration and More
- 14 Sep 2021, Our Sale to ION
- 04 Aug 2021, SOFR First – Week One
- 28 Jul 2021, SOFR First – Day Two
- 14 Jul 2021, What’s new in CCP Quant Disclosures – 1Q21
- 23 Jun 2021, CCP Disclosures – Skin in the game and Other Metrics
- 16 Jun 2021, SOFR SpreadOvers are now starting to trade
- 09 Jun 2021, USD & EUR Swap Volumes – May 2021
- 25 May 2021, Archegos, APAs and Uncleared Margin Rules
- 11 May 2021, Archegos, Trade Repositories and Initial Margin
- 21 Apr 2021, Cleared Swap Volumes and Share – 1Q 2021
- 14 Apr 2021, What’s new in CCP Quant Disclosures – 4Q20?
- 24 Mar 2021, IR Futures – ADVs and OI in major currencies
- 17 Mar 2021, ESG Futures – S&P 500 and STOXX 600
- 03 Mar 2021, Monitoring your own RFR Adoption Indicators
- 02 Mar 2021, SOFR Futures and Swaps – Feb 2021
- 23 Feb 2021, ESG Investments – A first look at the detail
- 16 Feb 2021, SOFR Swaptions and CapsFloors are now trading regularly
- 02 Feb 2021, US SEFs now have 50% share of EUR iTraxx
- 19 Jan 2021, What’s new in CCP Quant Disclosures – 3Q20?
- 13 Jan 2021, 2020 CCP Volumes and Market Share in IRD
- 05 Jan 2021, 2020 SEF Market Share Statistics
- 30 Dec 2020, Our Top Blogs and Stats of 2020
- 21 Dec 2020, Credit Index Options – Dec 2020
- 18 Nov 2020, SOFR Swaps on SEFs
- 10 Nov 2020, Swap Volumes in October 2020
- 28 Oct 2020, ISDA SIMM v2.3 – What’s Changed?
- 20 Oct 2020, CCP Swap Volumes and Share – 3Q 2020
- 07 Oct 2020, CCP Quant Disclosures 2Q20 – IM drops
- 30 Sep 2020, Market Share in EUR Swaps
- 19 Aug 2020, Calculate your own RFR Adoption Indicators
- 11 Aug 2020, CCP Volumes and Share in CRD and FXD – 2Q 2020
- 05 Aug 2020, SFTR Public Data
- 21 Jul 2020, CCP Swap Volumes and Share – 2Q 2020
- 15 Jul 2020, CAD CORRA Futures and Swaps
- 08 Jul 2020, Clearing House Margin calls in Q1 2020
- 08 Jul 2020, Swaps Data: Initial Margin Soars in Q1 2020
- 01 Jul 2020, SOFR Futures and Swaps – June 2020
- 24 Jun 2020, CME S&P 500 Futures Margins in March 2020
- 16 Jun 2020, Every Single Street in the City of London
- 03 Jun 2020, Backtesting of margin models
- 27 May 2020, SOFR Futures and Swaps – May 2020
- 20 May 2020, Procyclical margins in the time of Covid-19
- 13 May 2020, Swaps Data: Record Trading Volumes in March
- 05 May 2020, CME-LCH Basis Spreads Turn Negative
- 29 Apr 2020, SFTR Reporting – Public Data
- 14 Apr 2020, Swaps Data: How the market responded to Covid-19
- 08 Apr 2020, CCP Quant Disclosures 4Q19 – Default Resources
- 11 Mar 2020, Crashing Rates and Swap Margins
- 09 Mar 2020, Swaps Data: Cleared volumes drop for all markets – except FX
- 26 Feb 2020, SOFR Swaps and SEF Venues
- 18 Feb 2020, Spotlight on RFR Swaps
- 12 Feb 2020, Our Partnership with AcadiaSoft
- 29 Jan 2020, CCP Quantitative Disclosures 3Q19 – Skin in the Game
- 15 Jan 2020, Swaps Data: Have SOFR and Sonia swaps and futures lived up to expectations?
- 08 Jan 2020, 2019 SEF Market Share Statistics
- 31 Dec 2019, Clarus Top Blogs of 2019
- 18 Dec 2019, Futures and Swaps Volumes and OI in 2019
- 11 Dec 2019, Swaps Data: Q3 2019 Clearing Volumes increase
- 04 Dec 2019, SOFR Futures and Swaps – November 2019
- 18 Nov 2019, Swaps Data: Clearing Houses and one trillion dollars
- 13 Nov 2019, Eurex Swaps and the DekaBank transfer
- 05 Nov 2019, ISDA SIMM Concentration Thresholds for IR Risk
- 23 Oct 2019, ISDA SIMM v2.2 – Are you ready?
- 16 Oct 2019, SOFR Swap Volumes – October 2019
- 09 Oct 2019, CPMI-IOSCO Quantitative Disclosures 2Q 2019
- 09 Oct 2019, Swaps Data: Are RFRs on track to replace Libor?
- 02 Oct 2019, Tools for IBOR Transition Management
- 18 Sep 2019, CME Swap Data Repository
- 10 Sep 2019, Swaps Data: Analysing the US rates collapse
- 03 Sep 2019, USD SOFR Volumes Aug 2019
- 14 Aug 2019, USD SOFR Swaps volumes on the up in Aug 2019
- 12 Aug 2019, Swaps Data: Fed’s change of tack on rates fuels volume rise
- 07 Aug 2019, RFR Swaps and Futures Volumes July 2019
- 06 Aug 2019, CME-LCH Basis narrows to four year low
- 24 Jul 2019, CPMI-IOSCO Quantitative Disclosures 1Q 2019
- 23 Jul 2019, A new $50billion threshold for UMR and 1-year extension
- 18 Jun 2019, CCP Default Management Auctions
- 12 Jun 2019, Swaps Data: A new era of competition in IR Futures
- 08 May 2019, Swaps Data: IM grows in Listed and OTC markets
- 29 Apr 2019, ISDA Margin Survey 2018
- 17 Apr 2019, CPMI-IOSCO Quantitative Disclosures 4Q 2018
- 10 Apr 2019, Swaps Data: Cleared Volumes and CCP Market Share
- 27 Mar 2019, Incentives for Central Clearing and the Evolution of OTC Derivatives
- 12 Mar 2019, Swaps Data: SOFR Swaps slip, Futures flip
- 26 Feb 2019, FRTB Risk Factor Eligibility Test (RFET)
- 11 Feb 2019, Swaps Data: SOFR volume and margin insights
- 29 Jan 2019, 2018 CCP Market Share Statistics
- 23 Jan 2019, Clearing House Disclosures 3Q 2018 – Some Surprises
- 15 Jan 2019, 2018 SEF Statistics – LatAm and Asia
- 09 Jan 2019, 2018 SEF Market Share Statistics
- 02 Jan 2019, Clarus Blogs in 2018: What has been popular?
- 19 Dec 2018, Swaps Data: Volumes Up amid Volatility
- 12 Dec 2018, Eurex Swap Volumes On the Up
- 14 Nov 2018, ISDA SIMM 2.1 – Are You Ready for Implementation?
- 13 Nov 2018, Swaps Data: Cleared vs Non-Cleared Margin
- 07 Nov 2018, 15 Million ISINs and Growing
- 31 Oct 2018, Oct 2018 Swaps Review in 15 Charts
- 23 Oct 2018, CCP Disclosures 2Q 2018 – What the Data Shows
- 15 Oct 2018, Swaps Data: Sonia growth spreads down the curve
- 09 Oct 2018, Global Swaps Volume and Market Share in Q3 2018
- 03 Oct 2018, Should the $8 billion UMR threshold for IM increase to $100 billion?
- 26 Sep 2018, Non-Deliverable Swaps Clearing Volumes
- 19 Sep 2018, Default at Nasdaq Clearing
- 11 Sep 2018, Swaps Data: The race to replace Libor
- 05 Sep 2018, MiFID II Best Execution RTS27 – What the Data Shows
- 14 Aug 2018, How are Futures on Bitcoin doing?
- 07 Aug 2018, More SOFR Swaps are Trading
- 01 Aug 2018, Swaps Data: OTC Margin Up, Futures Margin Down
- 17 Jul 2018, EUR Swap Volumes by Tenor
- 11 Jul 2018, Swaps Data: The Big Get Bigger in Cleared Swaps
- 27 Jun 2018, Margin Requirements for Non-cleared Derivatives
- 11 Jun 2018, Swaps Data: Anatomy of a Wild Week in USD Swaps
- 06 Jun 2018, CCP Margin Calculation
- 23 May 2018, Identifiers, Identifiers, Everywhere
- 16 May 2018, CCP Basis and Volume in Major Currencies
- 08 May 2018, Swaps Data: The Allure of Liquidity
- 25 Apr 2018, Mar 2018 SEF Market Share Statistics
- 18 Apr 2018, Mar 2018 Swaps Review – SDR Data in 9 Charts
- 04 Apr 2018, Swaps Data: A MiFID-shaped hole
- 28 Mar 2018, FRTB – Revisions to market risk capital requirements
- 12 Mar 2018, Swaps Data: Clearing’s $750 billion funding requirement
- 21 Feb 2018, MiFID II – NEX APA Public Trade Data
- 20 Feb 2018, Swaps Data: the monopoly effect in clearing
- 14 Feb 2018, Entity Netted Notionals – Turning $179 trillion into $15 trillion
- 07 Feb 2018, Is Eurex Gaining Share in IRS Clearing?
- 30 Jan 2018, 2017 CCP Market Share Statistics
- 24 Jan 2018, MiFID II Data – Interest Rate Swaps on D2D Venues
- 16 Jan 2018, CCP Disclosures 3Q 2017 – What the Data Shows
- 10 Jan 2018, MIFID II – Why ISINs for OTC Derivatives are Bad for Transparency
- 03 Jan 2018, 2017 SEF Market Share Statistics
- 20 Dec 2017, Clarus Top Blogs of 2017
- 12 Dec 2017, Swaps Data Review: FX Options – candidate for a clearing mandate
- 06 Dec 2017, Nov 2017 Swaps Review in 16 Charts
- 29 Nov 2017, OCC Quarterly Report on Bank Derivatives Activities
- 20 Nov 2017, Swaps Data Review: CCP and SEF Volumes Growing
- 08 Nov 2017, SA-CCRカリキュレーター
- 25 Oct 2017, Sep 2017 Swaps Review in 16 Charts
- 18 Oct 2017, SA-CCR Calculator
- 16 Oct 2017, Swaps Data Review: Basis Swaps Galore
- 16 Oct 2017, 非クリアリング・デリバティブ取引のマージン
- 10 Oct 2017, CCP Disclosures 2Q 2017 – What the Data Shows
- 04 Oct 2017, MiFID II Bond Transparency Calculations
- 27 Sep 2017, Initial Margin Attribution
- 20 Sep 2017, Margin for Non-Cleared Derivatives
- 12 Sep 2017, MiFID II: Why Research is in the News
- 06 Sep 2017, Free Trials, Analytics, Data and More
- 04 Sep 2017, Swaps Data Review: Credit Derivative volumes
- 30 Aug 2017, FRTB Non-Modellable Risk Factor Analysis
- 23 Aug 2017, APRA – Margining for non-centrally cleared derivatives
- 16 Aug 2017, Capital and RWA for European Banks
- 08 Aug 2017, FRTB – Simplified Standardised Approach
- 02 Aug 2017, ISDA SIMM™ IN PYTHON
- 31 Jul 2017, Swaps Data Review: CCP and SEF Volumes
- 26 Jul 2017, CCP Disclosures 1Q 2017 – What the Data Shows
- 18 Jul 2017, June 2017 Swaps Review in 15 Charts
- 03 Jul 2017, Swaps Data Review: A Day in the Life of a Swap
- 21 Jun 2017, Capital Ratios and Risk Weighted Assets for Tier 1 US Banks
- 13 Jun 2017, EU Commission proposes more robust supervision of CCPs
- 13 Jun 2017, May 2017 Swaps Review
- 07 Jun 2017, Supplementary Leverage Ratio: Comparing US Banks
- 30 May 2017, Swaps Data Review: ADV for OTC Derivatives
- 24 May 2017, Microservices for Derivatives: What You Need to Know
- 15 May 2017, April 2017 Swaps Review
- 10 May 2017, CCP Disclosures 4Q 2016 – Trends in the Data
- 02 May 2017, Swaps Data: ETD vs OTC, USD IRS, OIS and NDF
- 01 May 2017, マイクロ・サービス: FRTB モデリング・リスク・ファクターズ
- 24 Apr 2017, March 2017 Swaps Review
- 23 Apr 2017, FRTB モデラブルとノン・モデラブルなリスク・ファクター
- 12 Apr 2017, LCH-Eurex Basis in EUR IR Swaps
- 11 Apr 2017, We are expanding in Asia
- 10 Apr 2017, Monthly Swap Data review: Libor dominance challenged
- 28 Mar 2017, Microservices: FRTB Modellable Risk Factors
- 15 Mar 2017, February 2017 Swaps Review
- 08 Mar 2017, Basel III Leverage Ratio
- 01 Mar 2017, Initial Margin Optimization
- 28 Feb 2017, Swaps Data: Volumes rise, CCP Switches Spike
- 22 Feb 2017, Capital requirements for exposures to CCPs
- 15 Feb 2017, January 2017 Swaps Review
- 08 Feb 2017, Canadian Derivatives Public Dissemination
- 01 Feb 2017, MIFID II: Transparency Data
- 25 Jan 2017, MIFID II: Instrument Reference Data
- 18 Jan 2017, CCP Disclosures 3Q 2016 – Trends in the Data
- 10 Jan 2017, 2016 SEF Market Share Statistics
- 04 Jan 2017, December 2016 Swaps Review
- 28 Dec 2016, Clarus Top Blogs of 2016
- 21 Dec 2016, SA-CCR: Standardised Approach Counterparty Credit Risk
- 13 Dec 2016, FRTB – Modellable Risk Factors and Non-Modellable
- 07 Dec 2016, November 2016 Swaps Review
- 30 Nov 2016, FRTB SA – Residual Risk AddOn
- 27 Nov 2016, FRTB ‐デフォルト・リスク・チャージ
- 21 Nov 2016, USD Swap Volumes after Nov 8, 2016
- 16 Nov 2016, Margin Buffer, Event Risk and the US Election
- 08 Nov 2016, October 2016 Swaps Review
- 07 Nov 2016, クリアード・スワップの証拠金に係るバッファーの見積もり
- 02 Nov 2016, FRTB – The Default Risk Charge
- 26 Oct 2016, Sizing the Margin Buffer for Cleared Swaps
- 19 Oct 2016, Microservices and the Amazon Cloud
- 12 Oct 2016, September 2016 Swaps Review
- 05 Oct 2016, CCP Disclosures 2Q 2016 – Trends in the Data
- 28 Sep 2016, Trading Obligation for Derivatives under MiFIR
- 21 Sep 2016, ISDA 2016: Implementing Margin Rules for Non-Cleared Swaps
- 13 Sep 2016, How large will Initial Margin be for Uncleared Swaps?
- 06 Sep 2016, August 2016 Swaps Review
- 30 Aug 2016, 非清算商品にかかる証拠金、ISDA SIMMとFRTB SA
- 23 Aug 2016, Uncleared Margin, ISDA SIMM and FRTB SA
- 08 Aug 2016, July 2016 Swaps Review – MXN Clearing and JPY SEF Compression
- 26 Jul 2016, CCP Initial Margin Models – A Comparison
- 20 Jul 2016, CCP Disclosures 1Q2016 – Trends in the Data
- 12 Jul 2016, June 2016 Swaps Review – Volumes Up 30 to 50%
- 05 Jul 2016, Higher Swap Margins after Brexit
- 28 Jun 2016, BREXIT – The Impact on Swap Margin
- 21 Jun 2016, FRTB – Internal Models or Standardised Approach?
- 13 Jun 2016, Fundamental Review of the Trading Book – What You Need to Know
- 08 Jun 2016, May 2016 Swaps Review – Volume Down, SEF Compression & AUD OIS Up
- 01 Jun 2016, USD OIS Swap Volumes Surge
- 24 May 2016, Margin Valuation Adjustment
- 18 May 2016, LSE and Deutsche Boerse: What the CCP Disclosures Show
- 09 May 2016, April 2016 Swaps Review – LCH-JSCC Basis, Swaptions, AUD OIS
- 04 May 2016, ESMA EU-Wide CCP Stress Test Results
- 25 Apr 2016, LCH-JSCC Basis: An Update
- 18 Apr 2016, LCH-JSCC Basis in JPY Swaps
- 18 Apr 2016, LCH-JSCCスプレッド
- 12 Apr 2016, CCP Skin in the Game: An Update
- 06 Apr 2016, March 2016 Swaps Review
- 23 Mar 2016, How Cash is Held by Clearing Houses
- 15 Mar 2016, Swaptions Clearing at CME
- 08 Mar 2016, US Swaps transparency has yielded numerous benefits
- 07 Mar 2016, Japanese version of Feb 2016 Swaps Review
- 02 Mar 2016, Feb 2016 Swaps Review – Compression Up, CME-LCH Basis Down, AUD OIS Up
- 24 Feb 2016, Comparing CCP Disclosures for CME, ICE, JSCC, LCH
- 16 Feb 2016, CPMI-IOSCO Public Disclosure by European CCPs
- 10 Feb 2016, MIFID II and Transparency for Bonds: What You Need to Know
- 02 Feb 2016, January 2016 Swaps Review – Gains and Losses
- 26 Jan 2016, 2015 SEF Market Share Statistics
- 12 Jan 2016, Review of 2015 US Swap Volumes in SDRs
- 06 Jan 2016, December 2015 Swaps Review
- 30 Dec 2015, Our Top Blog Articles of 2015
- 15 Dec 2015, Cap and Floor Option Volumes
- 15 Dec 2015, Cap Floor のボリューム
- 09 Dec 2015, CCP Basis Spreads: What Next?
- 02 Dec 2015, November 2015 Swaps Review – CME-LCH Basis Up, LCH Vols Up, SEF Compression Down
- 23 Nov 2015, Why the ISDA SIMM methodology is not what I expected
- 18 Nov 2015, CME-LCH Basis Spreads Blow Out
- 11 Nov 2015, What is the Impact of the ICAP and Tullet Deal?
- 03 Nov 2015, CME-LCH Basis Widens Again
- 28 Oct 2015, Final US Rules on Margin for Non-Cleared Swaps
- 21 Oct 2015, MiFID II and Best Execution for Derivatives
- 13 Oct 2015, September 2015 Review – More of the Same
- 06 Oct 2015, SEFS in Japan: First Month of ETP Volumes
- 05 Oct 2015, MiFID II and the Trading Obligation for Derivatives
- 29 Sep 2015, MIFID II and Transparency for Swaps: What You Need to Know
- 22 Sep 2015, Basis Swap Volumes
- 15 Sep 2015, FX Options Trading On SEFs
- 09 Sep 2015, TriOptima Compression at CME
- 02 Sep 2015, China’s Black Monday and Volatility of Swap Margin
- 24 Aug 2015, Post-Trade Transparency in CDS Index
- 17 Aug 2015, USD OIS Swap Volumes
- 11 Aug 2015, July 2015 Review – Spreadovers, Butterflys and LCH SwapClear
- 22 Jul 2015, Webinar on CME-LCH Basis
- 15 Jul 2015, CME-LCH Basis Swaps Volumes Update
- 30 Jun 2015, CME and LCH June 2015 Volumes
- 29 Jun 2015, CCP Default Management Process and the SwapClear Fire Drill
- 16 Jun 2015, LCH Makes Gains vs CME in USD IRS (8-12 Jun 2015)
- 10 Jun 2015, CME and LCH: What Happened on May 19 and Jun 2?
- 26 May 2015, Hedging the CME-LCH Basis
- 20 May 2015, CME-LCH Basis Spread
- 12 May 2015, Derivatives Trade Reporting in Australia
- 05 May 2015, April 2015 Review – Lower Volumes
- 28 Apr 2015, FX NDF Trading On SEFs: April 2015 Update
- 20 Apr 2015, Canadian Derivatives Reporting to SDRs
- 15 Apr 2015, SEFs in Japan
- 01 Apr 2015, SDR Alerts, Terminations and Screen Real Estate
- 24 Mar 2015, Compression List Trading On SEFs
- 11 Mar 2015, Trade Surveillance in Swaps Trading
- 25 Feb 2015, Can SPAN Margin for Futures be higher than HistSim Margin?
- 24 Feb 2015, Our Response to the ESMA Consultation
- 18 Feb 2015, Inflation Swaps: What the Data Shows
- 09 Feb 2015, Portfolio Cross-Margining of Swaps and Futures
- 04 Feb 2015, January Volumes in Swaps, Compression To the Fore
- 28 Jan 2015, Swaption Volumes in 2014
- 21 Jan 2015, Our Top 10 Blogs of 2014
- 13 Jan 2015, A Review of 2014 US Swap Volumes
- 23 Dec 2014, MXN Interest Rate Swaps
- 08 Dec 2014, November Volumes in Interest Rate Swaps
- 02 Dec 2014, IR Swap Prices on Reuters, Bloomberg and SDR
- 24 Nov 2014, EUR IR Swaps: Huge Spikes in Volumes
- 12 Nov 2014, Price Making in Swaps and Sharpening your Axe
- 03 Nov 2014, October Volumes in Interest Rate Swaps
- 29 Oct 2014, Stress Testing of Initial Margin and Procyclicality post Oct 15th
- 21 Oct 2014, Record Volumes On SEFs in September and October
- 15 Oct 2014, Why a Margin Forecast is important
- 29 Sep 2014, OTC Derivatives Reporting in Japan
- 22 Sep 2014, USD MAC Swaps: How Large is the market?
- 16 Sep 2014, Forward IRSwaps and Initial Margin
- 10 Sep 2014, USD MAC Swaps: A Closer Look
- 04 Sep 2014, CME IRS Margin Model Change
- 26 Aug 2014, CDSIndex Volumes: A Year to Date Review
- 05 Aug 2014, Swaps Compression: Clearing Fees and Margin
- 22 Jul 2014, Swaps Compression and Compaction on trueEX and Tradeweb SEFs
- 15 Jul 2014, A Six Month Review of Swap volumes
- 08 Jul 2014, Oracle $10b Bond Issue, Looking for the Swaps
- 30 Jun 2014, LCH-CME Switch Trades and Margin Management
- 24 Jun 2014, Why are there so many fintech startups in payments?
- 16 Jun 2014, Swap Curve and Butterfly Package trades on Bloomberg SEF
- 10 Jun 2014, Interest Rate Swap Prices, D2D vs D2C, is there a difference?
- 03 Jun 2014, Interest Rate Swaps, Spot vs Forwards, which is the greater?
- 27 May 2014, SEF Package Exemptions, So Far So Good
- 20 May 2014, Tick Data for Swaps: What is now available?
- 13 May 2014, Bloomberg SDR and SEF: What can we now see?
- 12 May 2014, Bloomberg SDR is now live
- 07 May 2014, SEF Packages, Swap Curve trades, do we need a new zero?
- 05 May 2014, EMIR and CFTC SDR Cross Currency Swap Volumes
- 28 Apr 2014, EMIR Trade Reporting and Public Data: What is the Point?
- 15 Apr 2014, SEF MAT Week8, USD IRS and EUR IRS
- 02 Apr 2014, SEF MAT Week6, USD IRS, Massive Volume in Forwards
- 26 Mar 2014, SEF MAT Week 5, USD IRS SEF Vols hit record high and a new leader
- 19 Mar 2014, SEF MAT Week 4, IRS Volumes and Spot, Spread, Fwd, MAC
- 11 Mar 2014, SEF MAT Week 3, IRS Volumes Up and Up
- 05 Mar 2014, CDSIndex On SEF Volumes after MAT
- 03 Mar 2014, SDRFix, An Update: On SEF & Cross Currency Swaps
- 24 Feb 2014, SEF MAT Week One, What does the data show?
- 19 Feb 2014, SEF MAT Feb18 Day2, What does the data show?
- 18 Feb 2014, SEF MAT Feb17, What does the SDR data show?
- 11 Feb 2014, FX NDFs on SEFs: A more detailed look
- 04 Feb 2014, Intra-Day Swap Prices – What Can We See?
- 27 Jan 2014, CDSIndex trading on SEF Platforms
- 15 Jan 2014, Swaptions trading on SEF platforms
- 14 Jan 2014, JSCC and Clearing of Yen Interest Rate Swaps
- 07 Jan 2014, FX NDF Trading On SEFs
- 16 Dec 2013, 2013, The Year The Swap Market Changed
- 12 Dec 2013, Compression, SDR and TrueEx SEF
- 10 Dec 2013, Cancel and Replace transactions in SDRView
- 04 Dec 2013, Software vendor brings transparency to complex swaps data
- 03 Dec 2013, Mexican Peso Interest Rate Swaps
- 25 Nov 2013, Swaptions Clearing, A More Detailed Look
- 11 Nov 2013, Push, Ping and Charm
- 28 Oct 2013, SDRFix, what do we mean when we say transparent?
- 22 Oct 2013, Cross Currency Swap trades in Swap Data Repositories
- 11 Oct 2013, USD Swap Prices on SEF platforms
- 09 Oct 2013, SEF, Oct 2, What happened to EUR IRS trading?
- 03 Oct 2013, SEF, Oct 2, What does the SDR data show?
- 01 Oct 2013, Client Clearing of IRSwaps, CME and LCH
- 25 Sep 2013, SDRFIX, a progress report two weeks after launch
- 16 Sep 2013, Mandatory Clearing, Sep 9, a whimper not a bang?
- 11 Sep 2013, SDRFIX, a new index for a post-reform world
- 04 Sep 2013, Real-time reporting of Swap transactions
- 14 Aug 2013, Think Global, Act Local
- 13 Aug 2013, SDR View, Capped Notional Changes
- 07 Aug 2013, ISDAFIX, Looking for Evidence of Price-manipulation
- 01 Aug 2013, SDR, Block Trade Rule, 30 July Update
- 15 Jul 2013, USD IRSwap Client Clearing, CME or LCH?
- 08 Jul 2013, Swaptions Clearing, why is it important?
- 25 Jun 2013, Mandatory Clearing, June 10, Week Two and CME or LCH?
- 21 Jun 2013, Swap Data Repository, Block Trade Rule, the Bad News
- 17 Jun 2013, Mandatory Clearing, June 10, Week One and YTD
- 17 Jun 2013, Competition | June 10 Prediction | The Results
- 13 Jun 2013, Mandatory Clearing, June 10, Day 3, Cleared Volumes Rise
- 12 Jun 2013, Mandatory Clearing, June 10, the first two days
- 11 Jun 2013, Value at Risk, what you should know, overview and detail
- 05 Jun 2013, Cleared CDS Index volumes rising ahead of June 10 date
- 03 Jun 2013, Mandatory Clearing: Predictions and the Wisdom of Crowds
- 27 May 2013, LCH Swapclear Margin, the need for change and the impact
- 22 May 2013, Win a Nexus 7, Kindle Fire or Apple iPad mini
- 21 May 2013, The Lean StartUp and LinkedIn
- 02 May 2013, markit Financial Markets Reform Conference – The Highlights
- 25 Apr 2013, Cleared Swap prices versus Bi-lateral Swap prices
- 22 Apr 2013, Oracle Cloud Seminar
- 09 Apr 2013, OTC Central Clearing: One Month In, What does the Data Show?
- 05 Apr 2013, Is a Chart worth a hundred words or more?
- 25 Mar 2013, Swaps, actual traded prices and size
- 13 Mar 2013, Mandatory clearing, is it really happening?
- 01 Mar 2013, Shining a light on derivatives
- 12 Feb 2013, Central Counterparty Clearing Workshop
- 06 Feb 2013, Business cards, Libor-rigging and Self-Interest
- 29 Jan 2013, Accounting with Kashflow
- 16 Nov 2012, OTC Derivatives for Fund Management Conference
- 22 Sep 2012, CCP Initial Margin for Interest Rate Swaps
- 11 Jul 2012, Angel Investing in London – CityMeetsTech