OCC Quarterly Report on Bank Derivatives Activities
Our regular readers will know that the Clarus Blog focuses on Derivatives and the new regulations introduced after the Financial Crisis of 2007-08. The massive increase in availability of data on OTC Derivatives markets is of great interest to us. However at times we are guilty of not paying enough attention to older data sources. […]
Latam Swaps: Trends in IRS and NDF Data
I last looked at Latam swaps back in February this year, with the focus on Interest Rate swaps. We learned that both BRL and MXN swaps had migrated to a primarily cleared market at CME. We also then looked at CME margin requirements for these swaps and noted they were more expensive than similar USD swaps. […]