IR Futures – ADVs and OI in major currencies
We look at recent Average Daily Volume (ADV) and Open Interest (OI) of the major IR futures: Money Market and Bond Futures AUD, BRL, CAD, CHF, EUR, GBP, JPY and USD Relative size by ADV and OI on a comparable dollar notional basis Trends and market share in SOFR, SONIA and GBP Libor MM Futures […]
The New Status Quo For Derivatives Markets After Brexit
Brexit has now moved…. $1.3Trn of EUR and GBP IRS $169bn of EUR ITraxx and $46Trn of SPS and FRAs …onto US-based SEF venues. Barely a day has passed in 2021 without Clarus receiving an enquiry about Brexit. Our data looking at both where trades are executed and where trades are cleared has been in […]