Amir Khwaja


Amir is CEO of Clarus Financial Technology and has more than thirty years' experience in OTC Derivatives and Technology. His prior positions include Director of RiskMng and FE at Calypso Technology (2005-2012), CTO at SunGard Trading and Risk (2002-2005), CEO & Founder at Kronos Software (1998-2002). Amir started his career at Chase Manhattan (now JPM) as an IT graduate trainee in 1988, after a degree in Mechanical Engineering from Imperial College, London.


Posts by amir:

  1. 14 Feb 2024, 2023 SEF Volumes and Share in SOFR Swaps
  2. 16 Jan 2024, 2023 CCP Volumes and Share in CRD and FXD
  3. 09 Jan 2024, 2023 CCP Volumes and Share in IRD
  4. 02 Jan 2024, Our Top Blogs of 2023
  5. 13 Dec 2023, What’s New in CCP Disclosures – 3Q23?
  6. 29 Nov 2023, Time Series of Swap Prices and Volumes
  7. 14 Nov 2023, Default Simulation Exercises by CCPs
  8. 24 Oct 2023, Term SOFR and BSBY Volumes – October 2023
  9. 17 Oct 2023, 3Q23 CCP Volumes and Share in IRD
  10. 10 Oct 2023, SEC Proposal to Mandate Climate Risk Disclosures
  11. 03 Oct 2023, 3Q23 CCP Volumes and Share in CRD and FXD
  12. 25 Sep 2023, Central Clearing of US Treasuries
  13. 19 Sep 2023, ISDA SIMM – What changes in v2.6?
  14. 12 Sep 2023, Most Active Names in Credit and Equity Derivatives – August 2023
  15. 05 Sep 2023, What’s New in CCP Disclosures – 2Q23?
  16. 08 Aug 2023, How large are Cleared Swap markets?
  17. 01 Aug 2023, SOFR Swaps Volumes and Share – July 2023
  18. 26 Jul 2023, FSB Paper on Liquidity in Core Government Bond Markets
  19. 19 Jul 2023, 2Q23 CCP Volumes and Share in CRD
  20. 05 Jul 2023, 2Q23 CCP Volumes and Share in IRD
  21. 20 Jun 2023, Most Active Names in Credit and Equity Derivatives – May 2023
  22. 14 Jun 2023, What’s New in CCP Disclosures – 1Q23?
  23. 07 Jun 2023, Central Clearing of Bonds and Repos
  24. 30 May 2023, Term SOFR and BSBY Swap Volumes – May 2023
  25. 23 May 2023, ISDA SIMM v25a the first off-cycle release
  26. 17 May 2023, Most Active Names in Credit and Equity Derivatives – April 2023
  27. 10 May 2023, IDB Market Share in SOFR Swaps
  28. 19 Apr 2023, 1Q23 CCP Volumes and Share in CRD
  29. 12 Apr 2023, 1Q23 CCP Volumes and Share in IRD
  30. 04 Apr 2023, Synthetic USD Libor Annoucement
  31. 29 Mar 2023, Deutsche Bank Credit Default Swaps
  32. 22 Mar 2023, USD Swaps Margin Calls in March 2023
  33. 14 Mar 2023, What’s New in CCP Disclosures – 4Q22?
  34. 21 Feb 2023, Average and Term SOFR Volumes in 2022
  35. 15 Feb 2023, Most Active Names in Credit and Equity Derivatives – Jan2023
  36. 07 Feb 2023, Term SOFR and BSBY Volumes in 2022
  37. 01 Feb 2023, SOFR Swaps D2D Volumes and Share
  38. 24 Jan 2023, 2022 CCP Volumes and Share in CRD
  39. 17 Jan 2023, 2022 CCP Volumes and Market Share in IRD
  40. 05 Jan 2023, SDR – Trading Venues and Packages
  41. 03 Jan 2023, Our Top Blogs of 2022
  42. 20 Dec 2022, What’s New in CCP Disclosures – 3Q22?
  43. 21 Nov 2022, GBP Swaps variation margin in a financial crisis
  44. 09 Nov 2022, Rishi Sunak and the impact on GBP Swaps Initial Margin
  45. 26 Oct 2022, Most Active Names in Credit and Equity Derivatives – Oct22
  46. 19 Oct 2022, 3Q22 CCP Volumes and Share in IRD
  47. 05 Oct 2022, 3Q22 CCP Volumes and Share in CRD
  48. 28 Sep 2022, ISDA SIMM – What changes in v2.5?
  49. 21 Sep 2022, What’s New in CCP Quant Disclosures – 2Q22?
  50. 27 Jul 2022, Most Active Equity Total Return Swaps
  51. 20 Jul 2022, The Endgame for Basis Swaps?
  52. 12 Jul 2022, 2Q22 CCP Volumes and Market Share in IRD
  53. 06 Jul 2022, 2Q22 CCP Volumes and Share in CRD
  54. 15 Jun 2022, What’s New in CCP Quant Disclosures – 1Q22?
  55. 25 May 2022, Most Active CDS Single-names
  56. 17 May 2022, 1Q22 CCP Volumes and Share in CRD
  57. 11 May 2022, 1Q22 CCP Volumes and Market Share in IRD
  58. 27 Apr 2022, BSBY and Term SOFR Swap Volumes Update
  59. 20 Apr 2022, What’s New in CCP Disclosures – 4Q21?
  60. 12 Apr 2022, SBSDR – A look at Equity Total Return Swaps
  61. 30 Mar 2022, FTX’s Direct Clearing Model application to the CFTC
  62. 22 Mar 2022, SBSDR – Credit Derivative Volumes
  63. 09 Mar 2022, RUB NDF Trading Continues
  64. 23 Feb 2022, SEC Security-Based Swap Repositories are now Live!
  65. 16 Feb 2022, BSBY and Term SOFR Swap Volumes
  66. 09 Feb 2022, The CFTC Monthly Cleared Margin Report
  67. 01 Feb 2022, 2021 CCP Volumes and Share in CRD
  68. 25 Jan 2022, 2021 SEF Volumes and Share – CRD and FXD
  69. 18 Jan 2022, What’s New in CCP Disclosures – 3Q21
  70. 11 Jan 2022, 2021 CCP Volumes and Market Share in IRD
  71. 04 Jan 2022, Top Blogs of 2021
  72. 08 Dec 2021, IR Futures Volume – Nov 2021
  73. 01 Dec 2021, SOFR Swaptions – Month One Update
  74. 17 Nov 2021, SOFR Swaptions – Week One Update
  75. 10 Nov 2021, IM Model Validation for UMR under EMIR – Backtesting
  76. 27 Oct 2021, Cleared Swap Volumes and Share – 3Q 2021
  77. 20 Oct 2021, What’s New in CCP Disclosures – 2Q21
  78. 28 Sep 2021, ISDA SIMM v2.4 – Covid Calibration and More
  79. 14 Sep 2021, Our Sale to ION
  80. 04 Aug 2021, SOFR First – Week One
  81. 28 Jul 2021, SOFR First – Day Two
  82. 14 Jul 2021, What’s new in CCP Quant Disclosures – 1Q21
  83. 23 Jun 2021, CCP Disclosures – Skin in the game and Other Metrics
  84. 16 Jun 2021, SOFR SpreadOvers are now starting to trade
  85. 09 Jun 2021, USD & EUR Swap Volumes – May 2021
  86. 25 May 2021, Archegos, APAs and Uncleared Margin Rules
  87. 11 May 2021, Archegos, Trade Repositories and Initial Margin
  88. 21 Apr 2021, Cleared Swap Volumes and Share – 1Q 2021
  89. 14 Apr 2021, What’s new in CCP Quant Disclosures – 4Q20?
  90. 24 Mar 2021, IR Futures – ADVs and OI in major currencies
  91. 17 Mar 2021, ESG Futures – S&P 500 and STOXX 600
  92. 03 Mar 2021, Monitoring your own RFR Adoption Indicators
  93. 02 Mar 2021, SOFR Futures and Swaps – Feb 2021
  94. 23 Feb 2021, ESG Investments – A first look at the detail
  95. 16 Feb 2021, SOFR Swaptions and CapsFloors are now trading regularly
  96. 02 Feb 2021, US SEFs now have 50% share of EUR iTraxx
  97. 19 Jan 2021, What’s new in CCP Quant Disclosures – 3Q20?
  98. 13 Jan 2021, 2020 CCP Volumes and Market Share in IRD
  99. 05 Jan 2021, 2020 SEF Market Share Statistics
  100. 30 Dec 2020, Our Top Blogs and Stats of 2020
  101. 21 Dec 2020, Credit Index Options – Dec 2020
  102. 18 Nov 2020, SOFR Swaps on SEFs
  103. 10 Nov 2020, Swap Volumes in October 2020
  104. 28 Oct 2020, ISDA SIMM v2.3 – What’s Changed?
  105. 20 Oct 2020, CCP Swap Volumes and Share – 3Q 2020
  106. 07 Oct 2020, CCP Quant Disclosures 2Q20 – IM drops
  107. 30 Sep 2020, Market Share in EUR Swaps
  108. 19 Aug 2020, Calculate your own RFR Adoption Indicators
  109. 11 Aug 2020, CCP Volumes and Share in CRD and FXD – 2Q 2020
  110. 05 Aug 2020, SFTR Public Data
  111. 21 Jul 2020, CCP Swap Volumes and Share – 2Q 2020
  112. 15 Jul 2020, CAD CORRA Futures and Swaps
  113. 08 Jul 2020, Clearing House Margin calls in Q1 2020
  114. 08 Jul 2020, Swaps Data: Initial Margin Soars in Q1 2020
  115. 01 Jul 2020, SOFR Futures and Swaps – June 2020
  116. 24 Jun 2020, CME S&P 500 Futures Margins in March 2020
  117. 16 Jun 2020, Every Single Street in the City of London
  118. 03 Jun 2020, Backtesting of margin models
  119. 27 May 2020, SOFR Futures and Swaps – May 2020
  120. 20 May 2020, Procyclical margins in the time of Covid-19
  121. 13 May 2020, Swaps Data: Record Trading Volumes in March
  122. 05 May 2020, CME-LCH Basis Spreads Turn Negative
  123. 29 Apr 2020, SFTR Reporting – Public Data
  124. 14 Apr 2020, Swaps Data: How the market responded to Covid-19
  125. 08 Apr 2020, CCP Quant Disclosures 4Q19 – Default Resources
  126. 11 Mar 2020, Crashing Rates and Swap Margins
  127. 09 Mar 2020, Swaps Data: Cleared volumes drop for all markets – except FX
  128. 26 Feb 2020, SOFR Swaps and SEF Venues
  129. 18 Feb 2020, Spotlight on RFR Swaps
  130. 12 Feb 2020, Our Partnership with AcadiaSoft
  131. 29 Jan 2020, CCP Quantitative Disclosures 3Q19 – Skin in the Game
  132. 15 Jan 2020, Swaps Data: Have SOFR and Sonia swaps and futures lived up to expectations?
  133. 08 Jan 2020, 2019 SEF Market Share Statistics
  134. 31 Dec 2019, Clarus Top Blogs of 2019
  135. 18 Dec 2019, Futures and Swaps Volumes and OI in 2019
  136. 11 Dec 2019, Swaps Data: Q3 2019 Clearing Volumes increase
  137. 04 Dec 2019, SOFR Futures and Swaps – November 2019
  138. 18 Nov 2019, Swaps Data: Clearing Houses and one trillion dollars
  139. 13 Nov 2019, Eurex Swaps and the DekaBank transfer
  140. 05 Nov 2019, ISDA SIMM Concentration Thresholds for IR Risk
  141. 23 Oct 2019, ISDA SIMM v2.2 – Are you ready?
  142. 16 Oct 2019, SOFR Swap Volumes – October 2019
  143. 09 Oct 2019, CPMI-IOSCO Quantitative Disclosures 2Q 2019
  144. 09 Oct 2019, Swaps Data: Are RFRs on track to replace Libor?
  145. 02 Oct 2019, Tools for IBOR Transition Management
  146. 18 Sep 2019, CME Swap Data Repository
  147. 10 Sep 2019, Swaps Data: Analysing the US rates collapse
  148. 03 Sep 2019, USD SOFR Volumes Aug 2019
  149. 14 Aug 2019, USD SOFR Swaps volumes on the up in Aug 2019
  150. 12 Aug 2019, Swaps Data: Fed’s change of tack on rates fuels volume rise
  151. 07 Aug 2019, RFR Swaps and Futures Volumes July 2019
  152. 06 Aug 2019, CME-LCH Basis narrows to four year low
  153. 24 Jul 2019, CPMI-IOSCO Quantitative Disclosures 1Q 2019
  154. 23 Jul 2019, A new $50billion threshold for UMR and 1-year extension
  155. 18 Jun 2019, CCP Default Management Auctions
  156. 12 Jun 2019, Swaps Data: A new era of competition in IR Futures
  157. 08 May 2019, Swaps Data: IM grows in Listed and OTC markets
  158. 29 Apr 2019, ISDA Margin Survey 2018
  159. 17 Apr 2019, CPMI-IOSCO Quantitative Disclosures 4Q 2018
  160. 10 Apr 2019, Swaps Data: Cleared Volumes and CCP Market Share
  161. 27 Mar 2019, Incentives for Central Clearing and the Evolution of OTC Derivatives
  162. 12 Mar 2019, Swaps Data: SOFR Swaps slip, Futures flip
  163. 26 Feb 2019, FRTB Risk Factor Eligibility Test (RFET)
  164. 11 Feb 2019, Swaps Data: SOFR volume and margin insights
  165. 29 Jan 2019, 2018 CCP Market Share Statistics
  166. 23 Jan 2019, Clearing House Disclosures 3Q 2018 – Some Surprises
  167. 15 Jan 2019, 2018 SEF Statistics – LatAm and Asia
  168. 09 Jan 2019, 2018 SEF Market Share Statistics
  169. 02 Jan 2019, Clarus Blogs in 2018: What has been popular?
  170. 19 Dec 2018, Swaps Data: Volumes Up amid Volatility
  171. 12 Dec 2018, Eurex Swap Volumes On the Up
  172. 14 Nov 2018, ISDA SIMM 2.1 – Are You Ready for Implementation?
  173. 13 Nov 2018, Swaps Data: Cleared vs Non-Cleared Margin
  174. 07 Nov 2018, 15 Million ISINs and Growing
  175. 31 Oct 2018, Oct 2018 Swaps Review in 15 Charts
  176. 23 Oct 2018, CCP Disclosures 2Q 2018 – What the Data Shows
  177. 15 Oct 2018, Swaps Data: Sonia growth spreads down the curve
  178. 09 Oct 2018, Global Swaps Volume and Market Share in Q3 2018
  179. 03 Oct 2018, Should the $8 billion UMR threshold for IM increase to $100 billion?
  180. 26 Sep 2018, Non-Deliverable Swaps Clearing Volumes
  181. 19 Sep 2018, Default at Nasdaq Clearing
  182. 11 Sep 2018, Swaps Data: The race to replace Libor
  183. 05 Sep 2018, MiFID II Best Execution RTS27 – What the Data Shows
  184. 14 Aug 2018, How are Futures on Bitcoin doing?
  185. 07 Aug 2018, More SOFR Swaps are Trading
  186. 01 Aug 2018, Swaps Data: OTC Margin Up, Futures Margin Down
  187. 17 Jul 2018, EUR Swap Volumes by Tenor
  188. 11 Jul 2018, Swaps Data: The Big Get Bigger in Cleared Swaps
  189. 27 Jun 2018, Margin Requirements for Non-cleared Derivatives
  190. 11 Jun 2018, Swaps Data: Anatomy of a Wild Week in USD Swaps
  191. 06 Jun 2018, CCP Margin Calculation
  192. 23 May 2018, Identifiers, Identifiers, Everywhere
  193. 16 May 2018, CCP Basis and Volume in Major Currencies
  194. 08 May 2018, Swaps Data: The Allure of Liquidity
  195. 25 Apr 2018, Mar 2018 SEF Market Share Statistics
  196. 18 Apr 2018, Mar 2018 Swaps Review – SDR Data in 9 Charts
  197. 04 Apr 2018, Swaps Data: A MiFID-shaped hole
  198. 28 Mar 2018, FRTB – Revisions to market risk capital requirements
  199. 12 Mar 2018, Swaps Data: Clearing’s $750 billion funding requirement
  200. 21 Feb 2018, MiFID II – NEX APA Public Trade Data
  201. 20 Feb 2018, Swaps Data: the monopoly effect in clearing
  202. 14 Feb 2018, Entity Netted Notionals – Turning $179 trillion into $15 trillion
  203. 07 Feb 2018, Is Eurex Gaining Share in IRS Clearing?
  204. 30 Jan 2018, 2017 CCP Market Share Statistics
  205. 24 Jan 2018, MiFID II Data – Interest Rate Swaps on D2D Venues
  206. 16 Jan 2018, CCP Disclosures 3Q 2017 – What the Data Shows
  207. 10 Jan 2018, MIFID II – Why ISINs for OTC Derivatives are Bad for Transparency
  208. 03 Jan 2018, 2017 SEF Market Share Statistics
  209. 20 Dec 2017, Clarus Top Blogs of 2017
  210. 12 Dec 2017, Swaps Data Review: FX Options – candidate for a clearing mandate
  211. 06 Dec 2017, Nov 2017 Swaps Review in 16 Charts
  212. 29 Nov 2017, OCC Quarterly Report on Bank Derivatives Activities
  213. 20 Nov 2017, Swaps Data Review: CCP and SEF Volumes Growing
  214. 08 Nov 2017, SA-CCRカリキュレーター
  215. 25 Oct 2017, Sep 2017 Swaps Review in 16 Charts
  216. 18 Oct 2017, SA-CCR Calculator
  217. 16 Oct 2017, Swaps Data Review: Basis Swaps Galore
  218. 16 Oct 2017, 非クリアリング・デリバティブ取引のマージン
  219. 10 Oct 2017, CCP Disclosures 2Q 2017 – What the Data Shows
  220. 04 Oct 2017, MiFID II Bond Transparency Calculations
  221. 27 Sep 2017, Initial Margin Attribution
  222. 20 Sep 2017, Margin for Non-Cleared Derivatives
  223. 12 Sep 2017, MiFID II: Why Research is in the News
  224. 06 Sep 2017, Free Trials, Analytics, Data and More
  225. 04 Sep 2017, Swaps Data Review: Credit Derivative volumes
  226. 30 Aug 2017, FRTB Non-Modellable Risk Factor Analysis
  227. 23 Aug 2017, APRA – Margining for non-centrally cleared derivatives
  228. 16 Aug 2017, Capital and RWA for European Banks
  229. 08 Aug 2017, FRTB – Simplified Standardised Approach
  230. 02 Aug 2017, ISDA SIMM™ IN PYTHON
  231. 31 Jul 2017, Swaps Data Review: CCP and SEF Volumes
  232. 26 Jul 2017, CCP Disclosures 1Q 2017 – What the Data Shows
  233. 18 Jul 2017, June 2017 Swaps Review in 15 Charts
  234. 03 Jul 2017, Swaps Data Review: A Day in the Life of a Swap
  235. 21 Jun 2017, Capital Ratios and Risk Weighted Assets for Tier 1 US Banks
  236. 13 Jun 2017, EU Commission proposes more robust supervision of CCPs
  237. 13 Jun 2017, May 2017 Swaps Review
  238. 07 Jun 2017, Supplementary Leverage Ratio: Comparing US Banks
  239. 30 May 2017, Swaps Data Review: ADV for OTC Derivatives
  240. 24 May 2017, Microservices for Derivatives: What You Need to Know
  241. 15 May 2017, April 2017 Swaps Review
  242. 10 May 2017, CCP Disclosures 4Q 2016 – Trends in the Data
  243. 02 May 2017, Swaps Data: ETD vs OTC, USD IRS, OIS and NDF
  244. 01 May 2017, マイクロ・サービス: FRTB モデリング・リスク・ファクターズ
  245. 24 Apr 2017, March 2017 Swaps Review
  246. 23 Apr 2017, FRTB モデラブルとノン・モデラブルなリスク・ファクター
  247. 12 Apr 2017, LCH-Eurex Basis in EUR IR Swaps
  248. 11 Apr 2017, We are expanding in Asia
  249. 10 Apr 2017, Monthly Swap Data review: Libor dominance challenged
  250. 28 Mar 2017, Microservices: FRTB Modellable Risk Factors
  251. 15 Mar 2017, February 2017 Swaps Review
  252. 08 Mar 2017, Basel III Leverage Ratio
  253. 01 Mar 2017, Initial Margin Optimization
  254. 28 Feb 2017, Swaps Data: Volumes rise, CCP Switches Spike
  255. 22 Feb 2017, Capital requirements for exposures to CCPs
  256. 15 Feb 2017, January 2017 Swaps Review
  257. 08 Feb 2017, Canadian Derivatives Public Dissemination
  258. 01 Feb 2017, MIFID II: Transparency Data
  259. 25 Jan 2017, MIFID II: Instrument Reference Data
  260. 18 Jan 2017, CCP Disclosures 3Q 2016 – Trends in the Data
  261. 10 Jan 2017, 2016 SEF Market Share Statistics
  262. 04 Jan 2017, December 2016 Swaps Review
  263. 28 Dec 2016, Clarus Top Blogs of 2016
  264. 21 Dec 2016, SA-CCR: Standardised Approach Counterparty Credit Risk
  265. 13 Dec 2016, FRTB – Modellable Risk Factors and Non-Modellable
  266. 07 Dec 2016, November 2016 Swaps Review
  267. 30 Nov 2016, FRTB SA – Residual Risk AddOn
  268. 27 Nov 2016, FRTB ‐デフォルト・リスク・チャージ
  269. 21 Nov 2016, USD Swap Volumes after Nov 8, 2016
  270. 16 Nov 2016, Margin Buffer, Event Risk and the US Election
  271. 08 Nov 2016, October 2016 Swaps Review
  272. 07 Nov 2016, クリアード・スワップの証拠金に係るバッファーの見積もり
  273. 02 Nov 2016, FRTB – The Default Risk Charge
  274. 26 Oct 2016, Sizing the Margin Buffer for Cleared Swaps
  275. 19 Oct 2016, Microservices and the Amazon Cloud
  276. 12 Oct 2016, September 2016 Swaps Review
  277. 05 Oct 2016, CCP Disclosures 2Q 2016 – Trends in the Data
  278. 28 Sep 2016, Trading Obligation for Derivatives under MiFIR
  279. 21 Sep 2016, ISDA 2016: Implementing Margin Rules for Non-Cleared Swaps
  280. 13 Sep 2016, How large will Initial Margin be for Uncleared Swaps?
  281. 06 Sep 2016, August 2016 Swaps Review
  282. 30 Aug 2016, 非清算商品にかかる証拠金、ISDA SIMMとFRTB SA
  283. 23 Aug 2016, Uncleared Margin, ISDA SIMM and FRTB SA
  284. 08 Aug 2016, July 2016 Swaps Review – MXN Clearing and JPY SEF Compression
  285. 26 Jul 2016, CCP Initial Margin Models – A Comparison
  286. 20 Jul 2016, CCP Disclosures 1Q2016 – Trends in the Data
  287. 12 Jul 2016, June 2016 Swaps Review – Volumes Up 30 to 50%
  288. 05 Jul 2016, Higher Swap Margins after Brexit
  289. 28 Jun 2016, BREXIT – The Impact on Swap Margin
  290. 21 Jun 2016, FRTB – Internal Models or Standardised Approach?
  291. 13 Jun 2016, Fundamental Review of the Trading Book – What You Need to Know
  292. 08 Jun 2016, May 2016 Swaps Review – Volume Down, SEF Compression & AUD OIS Up
  293. 01 Jun 2016, USD OIS Swap Volumes Surge
  294. 24 May 2016, Margin Valuation Adjustment
  295. 18 May 2016, LSE and Deutsche Boerse: What the CCP Disclosures Show
  296. 09 May 2016, April 2016 Swaps Review – LCH-JSCC Basis, Swaptions, AUD OIS
  297. 04 May 2016, ESMA EU-Wide CCP Stress Test Results
  298. 25 Apr 2016, LCH-JSCC Basis: An Update
  299. 18 Apr 2016, LCH-JSCC Basis in JPY Swaps
  300. 18 Apr 2016, LCH-JSCCスプレッド
  301. 12 Apr 2016, CCP Skin in the Game: An Update
  302. 06 Apr 2016, March 2016 Swaps Review
  303. 23 Mar 2016, How Cash is Held by Clearing Houses
  304. 15 Mar 2016, Swaptions Clearing at CME
  305. 08 Mar 2016, US Swaps transparency has yielded numerous benefits
  306. 07 Mar 2016, Japanese version of Feb 2016 Swaps Review
  307. 02 Mar 2016, Feb 2016 Swaps Review – Compression Up, CME-LCH Basis Down, AUD OIS Up
  308. 24 Feb 2016, Comparing CCP Disclosures for CME, ICE, JSCC, LCH
  309. 16 Feb 2016, CPMI-IOSCO Public Disclosure by European CCPs
  310. 10 Feb 2016, MIFID II and Transparency for Bonds: What You Need to Know
  311. 02 Feb 2016, January 2016 Swaps Review – Gains and Losses
  312. 26 Jan 2016, 2015 SEF Market Share Statistics
  313. 12 Jan 2016, Review of 2015 US Swap Volumes in SDRs
  314. 06 Jan 2016, December 2015 Swaps Review
  315. 30 Dec 2015, Our Top Blog Articles of 2015
  316. 15 Dec 2015, Cap and Floor Option Volumes
  317. 15 Dec 2015, Cap Floor のボリューム
  318. 09 Dec 2015, CCP Basis Spreads: What Next?
  319. 02 Dec 2015, November 2015 Swaps Review – CME-LCH Basis Up, LCH Vols Up, SEF Compression Down
  320. 23 Nov 2015, Why the ISDA SIMM methodology is not what I expected
  321. 18 Nov 2015, CME-LCH Basis Spreads Blow Out
  322. 11 Nov 2015, What is the Impact of the ICAP and Tullet Deal?
  323. 03 Nov 2015, CME-LCH Basis Widens Again
  324. 28 Oct 2015, Final US Rules on Margin for Non-Cleared Swaps
  325. 21 Oct 2015, MiFID II and Best Execution for Derivatives
  326. 13 Oct 2015, September 2015 Review – More of the Same
  327. 06 Oct 2015, SEFS in Japan: First Month of ETP Volumes
  328. 05 Oct 2015, MiFID II and the Trading Obligation for Derivatives
  329. 29 Sep 2015, MIFID II and Transparency for Swaps: What You Need to Know
  330. 22 Sep 2015, Basis Swap Volumes
  331. 15 Sep 2015, FX Options Trading On SEFs
  332. 09 Sep 2015, TriOptima Compression at CME
  333. 02 Sep 2015, China’s Black Monday and Volatility of Swap Margin
  334. 24 Aug 2015, Post-Trade Transparency in CDS Index
  335. 17 Aug 2015, USD OIS Swap Volumes
  336. 11 Aug 2015, July 2015 Review – Spreadovers, Butterflys and LCH SwapClear
  337. 22 Jul 2015, Webinar on CME-LCH Basis
  338. 15 Jul 2015, CME-LCH Basis Swaps Volumes Update
  339. 30 Jun 2015, CME and LCH June 2015 Volumes
  340. 29 Jun 2015, CCP Default Management Process and the SwapClear Fire Drill
  341. 16 Jun 2015, LCH Makes Gains vs CME in USD IRS (8-12 Jun 2015)
  342. 10 Jun 2015, CME and LCH: What Happened on May 19 and Jun 2?
  343. 26 May 2015, Hedging the CME-LCH Basis
  344. 20 May 2015, CME-LCH Basis Spread
  345. 12 May 2015, Derivatives Trade Reporting in Australia
  346. 05 May 2015, April 2015 Review – Lower Volumes
  347. 28 Apr 2015, FX NDF Trading On SEFs: April 2015 Update
  348. 20 Apr 2015, Canadian Derivatives Reporting to SDRs
  349. 15 Apr 2015, SEFs in Japan
  350. 01 Apr 2015, SDR Alerts, Terminations and Screen Real Estate
  351. 24 Mar 2015, Compression List Trading On SEFs
  352. 11 Mar 2015, Trade Surveillance in Swaps Trading
  353. 25 Feb 2015, Can SPAN Margin for Futures be higher than HistSim Margin?
  354. 24 Feb 2015, Our Response to the ESMA Consultation
  355. 18 Feb 2015, Inflation Swaps: What the Data Shows
  356. 09 Feb 2015, Portfolio Cross-Margining of Swaps and Futures
  357. 04 Feb 2015, January Volumes in Swaps, Compression To the Fore
  358. 28 Jan 2015, Swaption Volumes in 2014
  359. 21 Jan 2015, Our Top 10 Blogs of 2014
  360. 13 Jan 2015, A Review of 2014 US Swap Volumes
  361. 23 Dec 2014, MXN Interest Rate Swaps
  362. 08 Dec 2014, November Volumes in Interest Rate Swaps
  363. 02 Dec 2014, IR Swap Prices on Reuters, Bloomberg and SDR
  364. 24 Nov 2014, EUR IR Swaps: Huge Spikes in Volumes
  365. 12 Nov 2014, Price Making in Swaps and Sharpening your Axe
  366. 03 Nov 2014, October Volumes in Interest Rate Swaps
  367. 29 Oct 2014, Stress Testing of Initial Margin and Procyclicality post Oct 15th
  368. 21 Oct 2014, Record Volumes On SEFs in September and October
  369. 15 Oct 2014, Why a Margin Forecast is important
  370. 29 Sep 2014, OTC Derivatives Reporting in Japan
  371. 22 Sep 2014, USD MAC Swaps: How Large is the market?
  372. 16 Sep 2014, Forward IRSwaps and Initial Margin
  373. 10 Sep 2014, USD MAC Swaps: A Closer Look
  374. 04 Sep 2014, CME IRS Margin Model Change
  375. 26 Aug 2014, CDSIndex Volumes: A Year to Date Review
  376. 05 Aug 2014, Swaps Compression: Clearing Fees and Margin
  377. 22 Jul 2014, Swaps Compression and Compaction on trueEX and Tradeweb SEFs
  378. 15 Jul 2014, A Six Month Review of Swap volumes
  379. 08 Jul 2014, Oracle $10b Bond Issue, Looking for the Swaps
  380. 30 Jun 2014, LCH-CME Switch Trades and Margin Management
  381. 24 Jun 2014, Why are there so many fintech startups in payments?
  382. 16 Jun 2014, Swap Curve and Butterfly Package trades on Bloomberg SEF
  383. 10 Jun 2014, Interest Rate Swap Prices, D2D vs D2C, is there a difference?
  384. 03 Jun 2014, Interest Rate Swaps, Spot vs Forwards, which is the greater?
  385. 27 May 2014, SEF Package Exemptions, So Far So Good
  386. 20 May 2014, Tick Data for Swaps: What is now available?
  387. 13 May 2014, Bloomberg SDR and SEF: What can we now see?
  388. 12 May 2014, Bloomberg SDR is now live
  389. 07 May 2014, SEF Packages, Swap Curve trades, do we need a new zero?
  390. 05 May 2014, EMIR and CFTC SDR Cross Currency Swap Volumes
  391. 28 Apr 2014, EMIR Trade Reporting and Public Data: What is the Point?
  392. 15 Apr 2014, SEF MAT Week8, USD IRS and EUR IRS
  393. 02 Apr 2014, SEF MAT Week6, USD IRS, Massive Volume in Forwards
  394. 26 Mar 2014, SEF MAT Week 5, USD IRS SEF Vols hit record high and a new leader
  395. 19 Mar 2014, SEF MAT Week 4, IRS Volumes and Spot, Spread, Fwd, MAC
  396. 11 Mar 2014, SEF MAT Week 3, IRS Volumes Up and Up
  397. 05 Mar 2014, CDSIndex On SEF Volumes after MAT
  398. 03 Mar 2014, SDRFix, An Update: On SEF & Cross Currency Swaps
  399. 24 Feb 2014, SEF MAT Week One, What does the data show?
  400. 19 Feb 2014, SEF MAT Feb18 Day2, What does the data show?
  401. 18 Feb 2014, SEF MAT Feb17, What does the SDR data show?
  402. 11 Feb 2014, FX NDFs on SEFs: A more detailed look
  403. 04 Feb 2014, Intra-Day Swap Prices – What Can We See?
  404. 27 Jan 2014, CDSIndex trading on SEF Platforms
  405. 15 Jan 2014, Swaptions trading on SEF platforms
  406. 14 Jan 2014, JSCC and Clearing of Yen Interest Rate Swaps
  407. 07 Jan 2014, FX NDF Trading On SEFs
  408. 16 Dec 2013, 2013, The Year The Swap Market Changed
  409. 12 Dec 2013, Compression, SDR and TrueEx SEF
  410. 10 Dec 2013, Cancel and Replace transactions in SDRView
  411. 04 Dec 2013, Software vendor brings transparency to complex swaps data
  412. 03 Dec 2013, Mexican Peso Interest Rate Swaps
  413. 25 Nov 2013, Swaptions Clearing, A More Detailed Look
  414. 11 Nov 2013, Push, Ping and Charm
  415. 28 Oct 2013, SDRFix, what do we mean when we say transparent?
  416. 22 Oct 2013, Cross Currency Swap trades in Swap Data Repositories
  417. 11 Oct 2013, USD Swap Prices on SEF platforms
  418. 09 Oct 2013, SEF, Oct 2, What happened to EUR IRS trading?
  419. 03 Oct 2013, SEF, Oct 2, What does the SDR data show?
  420. 01 Oct 2013, Client Clearing of IRSwaps, CME and LCH
  421. 25 Sep 2013, SDRFIX, a progress report two weeks after launch
  422. 16 Sep 2013, Mandatory Clearing, Sep 9, a whimper not a bang?
  423. 11 Sep 2013, SDRFIX, a new index for a post-reform world
  424. 04 Sep 2013, Real-time reporting of Swap transactions
  425. 14 Aug 2013, Think Global, Act Local
  426. 13 Aug 2013, SDR View, Capped Notional Changes
  427. 07 Aug 2013, ISDAFIX, Looking for Evidence of Price-manipulation
  428. 01 Aug 2013, SDR, Block Trade Rule, 30 July Update
  429. 15 Jul 2013, USD IRSwap Client Clearing, CME or LCH?
  430. 08 Jul 2013, Swaptions Clearing, why is it important?
  431. 25 Jun 2013, Mandatory Clearing, June 10, Week Two and CME or LCH?
  432. 21 Jun 2013, Swap Data Repository, Block Trade Rule, the Bad News
  433. 17 Jun 2013, Mandatory Clearing, June 10, Week One and YTD
  434. 17 Jun 2013, Competition | June 10 Prediction | The Results
  435. 13 Jun 2013, Mandatory Clearing, June 10, Day 3, Cleared Volumes Rise
  436. 12 Jun 2013, Mandatory Clearing, June 10, the first two days
  437. 11 Jun 2013, Value at Risk, what you should know, overview and detail
  438. 05 Jun 2013, Cleared CDS Index volumes rising ahead of June 10 date
  439. 03 Jun 2013, Mandatory Clearing: Predictions and the Wisdom of Crowds
  440. 27 May 2013, LCH Swapclear Margin, the need for change and the impact
  441. 22 May 2013, Win a Nexus 7, Kindle Fire or Apple iPad mini
  442. 21 May 2013, The Lean StartUp and LinkedIn
  443. 02 May 2013, markit Financial Markets Reform Conference – The Highlights
  444. 25 Apr 2013, Cleared Swap prices versus Bi-lateral Swap prices
  445. 22 Apr 2013, Oracle Cloud Seminar
  446. 09 Apr 2013, OTC Central Clearing: One Month In, What does the Data Show?
  447. 05 Apr 2013, Is a Chart worth a hundred words or more?
  448. 25 Mar 2013, Swaps, actual traded prices and size
  449. 13 Mar 2013, Mandatory clearing, is it really happening?
  450. 01 Mar 2013, Shining a light on derivatives
  451. 12 Feb 2013, Central Counterparty Clearing Workshop
  452. 06 Feb 2013, Business cards, Libor-rigging and Self-Interest
  453. 29 Jan 2013, Accounting with Kashflow
  454. 16 Nov 2012, OTC Derivatives for Fund Management Conference
  455. 22 Sep 2012, CCP Initial Margin for Interest Rate Swaps
  456. 11 Jul 2012, Angel Investing in London – CityMeetsTech