CNY Swaps – What’s New?
When I last wrote about CNY Swaps back in 2020, I found that CNY swaps were the 9th most traded currency in cleared Interest Rate Derivatives. They have since increased in size significantly, and are now the 7th largest swaps market. Updating the data from CCPView; Showing; CCP Market Share CNY is one of the seven […]
Swaption Volumes by Strike Q4 2024
Continuing the work on Swaptions, I delve into the options market activity in Q4. The quarter was characterised by trading activity related to the US election, and from a data perspective we cannot avoid giving a notable hat tip to the change in block sizes. Q4 2024 saw the following daily moves in ten year SOFR […]
€STR Volumes and Market Share February 2025
€STR Futures Our €STR Dashboard summarises key liquidity attributes in this growing market: Showing; Open Interest CCPView provides all the data we need on Open Interest for €STR futures: EURIBOR No change that I can see in EURIBOR trading. It continues to dominate EUR STIR future volumes: January volumes in EURIBOR were close to the October […]