2020 CCP Volumes and Market Share in IRD

In this article I look in detail at the 2020 volumes and market share for OTC Derivatives in Interest Rates reported by Clearing Houses. Clarus CCPView has daily volume and open interest data published by each CCP, which is filtered, normalised and aggregated to allow meaningful comparisons of volume and has been used to produce all the charts below. Table of […]

Cross Currency Swap Review 2020

I was fortunate enough to be able to write about Cross Currency Swaps a few times during 2020. At the height of the market turmoil in March and into April, I wrote about: Cross Currency Swaps Trading During a Crisis Mechanics of Central Bank FX Swap Lines Central Bank Responses to COVID-19: FX Swap Arrangements […]

2020 SEF Market Share Statistics

In this article I look at 2020 Swap Execution Facility (SEF) market share for Credit, Foreign Exchange and Interest Rate Derivative asset classes, in a similar format to my 2019 SEF Market Share Statistics. Summary: CRD Index, Option and Tranche products Volume in USD up 17% and in EUR up 12% March 2020 a huge month […]