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