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Normalised, Enhanced and Aggregated Data on Swap and other Derivatives sourced from Swap Data Repositories, Swap Execution Facilities and Clearing Houses.
Insightful market commentary and analysis on Swap markets delivered weekly in the Clarus Blog. Volumes, Trends, Insights and What the Data Shows. Be Informed, Take Advantage.
Capital Markets have been at the leading edge of adopting software technology to gain advantage and increase automation, but in the recent past have fallen behind the curve compared to the infrastructure, practices and technologies used by the Tech sector. Background I remember like it was yesterday (actually 1990 🙂 ) using Cobol on an IBM Mainframe while […]
Back in August I wrote an article about how large, self-clearing firms can reduce the amount of capital required to support their cleared business by wisely choosing to backload margin-reducing bilateral trades. While I wrote that about large banks, there is an analogous case for trading firms that do not self-clear. In fact, we’ve been […]
We look at the FX data within the BIS triennial survey And show the evolution of NDF clearing since the UMRs came into force in September 10% of the market is currently being cleared, up from just 2% in April A background to NDF Data This blog will tie together a couple of themes from my recent blogs covering BIS […]