RFR Adoption Update

We have had a number of people reach out and ask when the RFR Adoption Indicator will next be updated. It is a great vindication of all of the hard work that has gone on over the past 4 years (and even longer when you consider the wider work on LIBOR cessation, Fallbacks and Benchmark […]

€STR Volumes and Market Share

Very occasionally, the data writes a blog for me. This is one of those times, with three particular highlights: €STR Futures I have slightly tweaked our €STR Dashboard, which summarises key liquidity attributes in this growing market: Showing; The really large volume days at Eurex have not materially added to the Open Interest yet, where-as […]

What’s New in CCP Disclosures – 4Q23?

Clearing Houses have published their latest CPMI-IOSCO Quantitative Disclosures: Background Under the CPMI-IOSCO Public Quantitative Disclosures, CCPs publish over two hundred quantitative data fields covering margin, default resources, credit risk, collateral, liquidity risk, back-testing and more. CCPView has over 8 years of these quarterly disclosures for 44 Clearing Houses, each with multiple Clearing Services, covering the period from 30 Sep […]

Cable Cross Currency Swaps 2024

Issuance A particular headline in the FT recently piqued the interest of this blogger: Like a moth to a flame, I was drawn to the statement: The demand has helped push a number of continental European companies to issue sterling debt for the first time in recent months, including German real estate company Vonovia, German […]