Swaps Data Review: FX Options – candidate for a clearing mandate
My Monthly Swaps Data Review for Risk Magazine was published this week. This looks at: Vanilla FX Options reported to US SDRs Vanilla FX Option volumes on SEFs Barrier FX Options reported to US SDRs Please click here for free access to the full article on Risk.Net
G10 FX NDF Clearing
CCPView data reveals that NDFs in deliverable major currency pairs are being cleared. Contracts in EURUSD, GBPUSD, AUDUSD, CHFUSD and USDJPY have been reported. LCH ForexClear have made these available to clear, alongside their more traditional EM currency NDFs. The LCH press release suggests these are being used to optimise bilateral ISDA SIMM margins. Clearing […]