Clearinghouses have published their latest CPMI-IOSCO Quantitative Disclosures: Background Under the CPMI-IOSCO Public Quantitative Disclosures, central (clearing) counterparties CCPs publish over 200 quantitative data fields covering margin, default resources, credit risk, collateral, liquidity risk, back-testing, and more. CCPView has over 8 years of these quarterly disclosures for 44 clearinghouses, each with multiple Clearing Services, covering the period from 30 September […]

Cleared USD Rates We start with looking at notional volume cleared in OIS referencing either Fed Funds or SOFR indices. 2024 volume of $264 trillion is a new all time high (across both OIS and Swaps), exceeding the previous high set last year. All of that volatility over the Summer and the election drove volumes […]

FX Cleared Volumes CCPView shows that cleared OTC FX has grown substantially over the past three years: Showing that cleared OTC FX volumes surpassed $18 trillion in 2024, with notable growth trends: LCH ForexClear continued its dominance, holding over 98% market share in FX OTC clearing. FX Products FX clearing remains dominated by NDFs, although […]

Happy New Year to all of our readers! Thank you for your continued support and readership. This first blog of the year marks my 500th blog – it’s nice to start the year with a proper achievement! That is over ten years of blogs – if you want to know what I did before Clarus, […]