Swaps, actual traded prices and size

A new and interesting insight into the the Swaps market is provided by the transparency of actual traded prices and traded size  that is now reported daily in the US to DTCC DDR. A new Traded Prices tab in our SDR View can be used each day to view these prices. Interesting insights from this are: […]

CloudBees: The extra member of the team

In football, the home team supporters energise their players by showing appreciation of good plays and creating an intimidating and distracting atmosphere for the opposing team. This advantage can be so great that is likened to having an extra player in the team, referred to as the ‘twelfth player‘ in the team. In many traditional […]

Mandatory clearing, is it really happening?

Under the Dodd-Frank Act, Clearing for Interest Rate Swaps became mandatory on March 11, 2013 for Swap Dealers (SD), Major Swap Participants (MSP) and Active Funds (AF). So I decided to look at the DTCC DDR trade repository for evidence of an uptick in Cleared vs UnCleared IRSwaps. I was very surprised to see no […]

Shining a light on derivatives

Today we are making available daily summary views extracted from the DDR Rates files. These can be found here. The Depository Trust & Clearing Corporation (DTCC) announced on January 3, 2013, that all (US) registered swap dealers active in credit and interest rate trading are now reporting trades to DTCC’s swap data repository, DTCC Data […]