3Q23 CCP Volumes and Share in IRD
Clarus CCPView has daily volume and open interest data published by each CCP, which is filtered, normalised and aggregated to allow meaningful comparisons of volumes. Today we look at 3Q23 volume and market share in IRD for: Onto the charts, data and details. Volumes and Market Share For major currencies and regions, vanilla swaps referencing IBORs and OIS […]
Is volatility in RFR Adoption here to stay?
Volatility in Rates markets has been elevated this year. However, I cannot remember a year when we haven’t said similar by October! It is very likely that the human-bias is innately more sensitive to change than stasis, which then leads inquisitive minds to work out what is causing the change. But one thing that is […]