Amir Khwaja


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