Chris Barnes


Chris Barnes

Chris has over 19 years experience in OTC Derivatives markets. He started out trading Cross Currency Swaps at HSBC in London between 2002 and 2010, before helping to launch Rates Trading at State Street in London (2010-2012). Having relocated to Switzerland, he also served as the Director of Product Development at Gottex.

Chris holds an MA from the University of Cambridge in Natural Sciences, where his dissertation on artificial intelligence was published in 2001.


Posts by chris:

  1. 05 May 2021, Swaption Volumes by Strike Q1 2021
  2. 27 Apr 2021, You Need To See This SEF Liquidity In RFRs Now
  3. 21 Apr 2021, Latest: More EUR Are Trading on-SEF than ever before
  4. 14 Apr 2021, What happened to reduce RFR trading?
  5. 06 Apr 2021, LIBOR LIVE – Is GBP LIBOR now dead in derivatives?
  6. 31 Mar 2021, ESG Basics and Fundamentals in Fixed Income
  7. 24 Mar 2021, The New Status Quo For Derivatives Markets After Brexit
  8. 17 Mar 2021, What’s New in USD Rates?
  9. 10 Mar 2021, SONIA is now the Benchmark Rate in GBP Markets
  10. 03 Mar 2021, Here is what is happening to derivatives market liquidity right now
  11. 24 Feb 2021, What is happening now with negative rates in the UK?
  12. 15 Feb 2021, Did You Know That The New Amount of SOFR Risk Hasn’t Changed for 3 Months?
  13. 09 Feb 2021, US SEFs now have 20-40% of European Derivatives
  14. 03 Feb 2021, Have You Seen This New Idea for Execution Analysis?
  15. 26 Jan 2021, New Brexit Rules Move $4Trn Of Derivatives To The US
  16. 20 Jan 2021, 3 New Fed Fund Charts You Need to See
  17. 12 Jan 2021, Cessation of LIBOR: Why is so much new risk still being transacted?
  18. 06 Jan 2021, Cross Currency Swap Review 2020
  19. 21 Dec 2020, Toxic FRAs, Fallbacks and Single Period Swaps
  20. 14 Dec 2020, RFR Trading November 2020
  21. 09 Dec 2020, GSIBs in 2020
  22. 02 Dec 2020, Will anyone trade LIBOR after 2021?
  23. 01 Dec 2020, Margin Calls Q2 2020
  24. 24 Nov 2020, Anonymous Trading on SEFs
  25. 11 Nov 2020, ISDA-Clarus RFR Indicator: SOFR, So Good
  26. 26 Oct 2020, SONIA Day 2 – LIVE Blog
  27. 16 Oct 2020, SOFR Live Blog
  28. 14 Oct 2020, LCH SOFR Auction Versus The Market
  29. 06 Oct 2020, CME Volumes
  30. 30 Sep 2020, New Block Trading Rules for Derivatives
  31. 23 Sep 2020, Spreadovers vs SOFR
  32. 16 Sep 2020, SOFR Swap Nuances
  33. 10 Sep 2020, RFR Data: Where is the €STR risk?
  34. 07 Sep 2020, SGD Rates: SORA and the Fallback Rate (SOR)
  35. 01 Sep 2020, 40% of the GBP Market Trades Versus SONIA
  36. 26 Aug 2020, US Treasury Quarterly Refunding: Traded Volume Data
  37. 18 Aug 2020, YouTube: Markets and COVID-19
  38. 11 Aug 2020, RFR Data: SOFR Sees Record Risk Traded
  39. 04 Aug 2020, ISDA-Clarus RFR Adoption Indicator Analysis – June 2020
  40. 29 Jul 2020, ISDA-Clarus RFR Adoption Indicator
  41. 27 Jul 2020, €STR Discounting Switch
  42. 22 Jul 2020, Clarus at the CFTC
  43. 15 Jul 2020, Margin Calls During COVID-19
  44. 07 Jul 2020, SONIA Q2 2020 Update
  45. 01 Jul 2020, LIBOR Discontinuation has been Preannounced
  46. 24 Jun 2020, What Is the Total Size of Rates Markets?
  47. 17 Jun 2020, US Treasury Market Volumes During COVID
  48. 10 Jun 2020, What You Need to Know About CNY Swaps
  49. 02 Jun 2020, $300bn FX Swap Rollover
  50. 27 May 2020, Will GBP Interest Rates go negative in the UK?
  51. 19 May 2020, Are USD Rates About to Go Negative?
  52. 12 May 2020, CFTC Block Trading Consultation May 2020
  53. 06 May 2020, How Much Margin? 2019 Edition
  54. 28 Apr 2020, US Treasury Volumes and Market Size
  55. 21 Apr 2020, The GSIB Framework and Window Dressing
  56. 14 Apr 2020, Central Bank Responses to COVID-19: FX Swap Arrangements
  57. 07 Apr 2020, Swap Markets see Record Trading Volumes in response to COVID-19 Market Turmoil
  58. 01 Apr 2020, MIFID II Transparency – Can we get it right this time?
  59. 25 Mar 2020, USD Swap Markets during COVID-19 Pandemic
  60. 20 Mar 2020, Mechanics of Central Bank FX Swap Lines
  61. 18 Mar 2020, Cross Currency Swaps Trading During a Crisis
  62. 17 Mar 2020, Want to know all about Global Systemic Banks? Introducing GSIBView
  63. 11 Mar 2020, Is Transparency Helping Markets Function?
  64. 11 Mar 2020, SONIA Update
  65. 02 Mar 2020, SONIA Day – LIVE Blog
  66. 25 Feb 2020, Block Trades in HKD Derivative Markets
  67. 19 Feb 2020, Trading RFRs
  68. 10 Feb 2020, Block Trading
  69. 04 Feb 2020, Risk Free Rates Trading January 2020
  70. 28 Jan 2020, Will GBP LIBOR stop trading on 2nd March 2020?
  71. 21 Jan 2020, £700bn SONIA Traded on a Single Day
  72. 14 Jan 2020, NOK Rates: What You Need to NOWA
  73. 08 Jan 2020, What You Need to Know about MXN Swaps
  74. 18 Dec 2019, MIFID II Data for Bonds
  75. 11 Dec 2019, Four Trends in Swaps Data 2019
  76. 04 Dec 2019, G-SIB Scores for US Banks
  77. 26 Nov 2019, G-SIB Mechanics and Definitions
  78. 19 Nov 2019, Mechanics and Definitions of ISDA IBOR fallbacks
  79. 12 Nov 2019, SONIA Term Rates – which is best?
  80. 06 Nov 2019, What we need to do to fix MIFID II Data
  81. 22 Oct 2019, What does SOFR volatility mean for LIBOR Fallbacks?
  82. 15 Oct 2019, CAD Rates Markets and CORRA Reform
  83. 09 Oct 2019, NDF Clearing September 2019
  84. 02 Oct 2019, ISDA September 2019 Consultation on Final Parameters
  85. 25 Sep 2019, BIS Triennial Survey 2019
  86. 19 Sep 2019, SOFR Fixed at 5.25%. What happened to the volumes?
  87. 18 Sep 2019, SACCR vs CEM for FX Products
  88. 11 Sep 2019, Four Things to Understand about USD SOFR
  89. 04 Sep 2019, 5 Things That Are Making MIFID II Data Useless
  90. 04 Sep 2019, ESMA: Let’s Get Transparency Right
  91. 28 Aug 2019, SACCR vs CEM Comparisons
  92. 21 Aug 2019, USD Fed Funds and the FHLBs
  93. 30 Jul 2019, CCP Basis – The Cost of Clearing Fragmentation
  94. 09 Jul 2019, USD SOFR Volumes June 2019
  95. 02 Jul 2019, SEK STIBOR Reform
  96. 17 Jun 2019, Mechanics and Definitions of Singapore Benchmark Rates (SGD SOR and SGD SIBOR)
  97. 12 Jun 2019, LIBOR Fallbacks and Uncleared Margin Rules
  98. 04 Jun 2019, LIBOR Fallbacks Again
  99. 28 May 2019, NDF Clearing 2019
  100. 22 May 2019, Current Clearing Rates
  101. 07 May 2019, USD SOFR Volumes April 2019
  102. 30 Apr 2019, Indices are the best way to calculate compound interest
  103. 24 Apr 2019, Ameribor: The $1.5bn Index That You Need to Know About
  104. 17 Apr 2019, MIFID II Transparency Update
  105. 10 Apr 2019, NOK Rates – NIBOR and NOWA
  106. 02 Apr 2019, USD Swap Spreads Review Q1 2019
  107. 26 Mar 2019, €STR – What You Need to Know
  108. 20 Mar 2019, LIBOR Fallbacks – What will the GBP spread be?
  109. 13 Mar 2019, KCCP – Clearing is Getting Cheaper
  110. 04 Mar 2019, Is the Leverage Ratio impacting Swaps Trading?
  111. 27 Feb 2019, Compression Auctions for RFRs
  112. 20 Feb 2019, USD Swaps Market vs Futures Market Size
  113. 12 Feb 2019, What Traded On-SEF in 2018?
  114. 06 Feb 2019, What Traded Off-SEF in 2018?
  115. 24 Jan 2019, JPY Swaps – A Market Overview
  116. 16 Jan 2019, Mechanics and Definitions of Carry in Swap Markets
  117. 09 Jan 2019, ESTER Term Rates
  118. 19 Dec 2018, RFRs – CHF SARON Activity
  119. 12 Dec 2018, What is Left Uncleared in 2018?
  120. 04 Dec 2018, LIBOR Basis Swaps
  121. 27 Nov 2018, RFRs – ISDA announce LIBOR fallback methodology
  122. 20 Nov 2018, RFRs – OIS trades are getting longer!
  123. 07 Nov 2018, SA-CCR for US Banks
  124. 31 Oct 2018, SOFR Swaps – Block Trades and Fannie Mae Issuance
  125. 23 Oct 2018, CLARUS01 Risk Free Rates
  126. 17 Oct 2018, Scandie Swaps
  127. 02 Oct 2018, Cross Currency Basis and Turn of the Year
  128. 18 Sep 2018, ESTER – What You Need To Know
  129. 04 Sep 2018, Mechanics of FRA Risks
  130. 29 Aug 2018, SONIA Term Rates
  131. 22 Aug 2018, LIBOR OIS August 2018 Update
  132. 14 Aug 2018, USD Spreadovers and SEF Market Share
  133. 01 Aug 2018, How much of the swaps market is traded as an OIS?
  134. 25 Jul 2018, LIBOR Fallbacks
  135. 17 Jul 2018, SOFR Swaps Are Trading!
  136. 09 Jul 2018, How Much Data Do We Have?
  137. 05 Jul 2018, FRTB – Basic Approach for CVA
  138. 26 Jun 2018, Benchmark Reform – An EONIA replacement is coming very soon!
  139. 19 Jun 2018, FRTB in Excel
  140. 13 Jun 2018, Settle To Market – What You Need To Know about STM
  141. 05 Jun 2018, FICC Markets Standards
  142. 29 May 2018, MIFID II Data – It’s Finally Good News!
  143. 29 May 2018, Current Exposure Methodology – What You Need To Know
  144. 22 May 2018, NDF Volume Data
  145. 16 May 2018, SOFR – What you need to know
  146. 09 May 2018, Swaps Regulations Are Changing – Part Two, Capital and CCPs
  147. 02 May 2018, Swaps Regulations Are Changing – Part One, SEFs
  148. 25 Apr 2018, OIS Volumes – What is the Trend?
  149. 18 Apr 2018, USD Libor is changing!
  150. 09 Apr 2018, Cross Currency Swaps and Libor-OIS
  151. 04 Apr 2018, LIBOR OIS – March 2018 Update
  152. 27 Mar 2018, MIFID II Data – APA Market Share
  153. 21 Mar 2018, SONIA Market March 2018
  154. 20 Mar 2018, Libor OIS – What is Going On?
  155. 14 Mar 2018, NDF Clearing February 2018
  156. 06 Mar 2018, MIFID II Data – Bond Trading
  157. 27 Feb 2018, All time record volumes in Cross Currency Swaps
  158. 14 Feb 2018, Clarus Daily Briefing
  159. 06 Feb 2018, Tradeweb and Bloomberg MTF Market Share
  160. 31 Jan 2018, Tradeweb APA Data and the Trading Obligation
  161. 24 Jan 2018, Tradeweb MIFID Data – Interest Rate Swaps
  162. 17 Jan 2018, MIFID II Data – Bonds on Bloomberg
  163. 15 Jan 2018, MIFID II Data – $4trn in Compression
  164. 10 Jan 2018, Bloomberg MTF Data – Week One
  165. 04 Jan 2018, MIFID II Data Day Two
  166. 03 Jan 2018, MIFID II Live Blog – The Data
  167. 19 Dec 2017, FSB Survey on Derivatives
  168. 12 Dec 2017, G10 FX NDF Clearing
  169. 05 Dec 2017, LIBOR Reform – Latest Developments
  170. 28 Nov 2017, What is going on in Uncleared Derivative Markets?
  171. 21 Nov 2017, We found the CHF SARON Swaps!
  172. 15 Nov 2017, FX Clearing – the $750bn market that keeps growing
  173. 08 Nov 2017, CHF SARON – What is Going On?
  174. 08 Nov 2017, Bank Ring Fencing – What You Need to Know
  175. 31 Oct 2017, Initial Margin, Compression Volumes and why the time to Optimise is now
  176. 30 Oct 2017, Cross Currency Swap Volumes
  177. 10 Oct 2017, MIFID II – ESMA Finalises the Trading Obligation
  178. 03 Oct 2017, AUD Swap Markets in August 2017
  179. 26 Sep 2017, Libor Reform – What You Need to Know
  180. 20 Sep 2017, Introducing Our Daily Briefing, Direct to your inbox
  181. 12 Sep 2017, ISDA SIMM 2.0 – What You Need to Know
  182. 05 Sep 2017, VM Big Bang – Impact on FX Markets
  183. 30 Aug 2017, MIFID II Transparency will leave us in the dark
  184. 22 Aug 2017, Curve Trading in USD Swaps
  185. 16 Aug 2017, MAC Swap Trading
  186. 16 Aug 2017, Our Response to the ESMA Trading Obligation Consultation
  187. 09 Aug 2017, Array Formulas in Excel
  188. 01 Aug 2017, CCP Disclosures: How much does it cost to run a trading business?
  189. 25 Jul 2017, MIFID II: What Should Transparency Look Like?
  190. 18 Jul 2017, ISDA SIMM For Excel
  191. 12 Jul 2017, MIFID II Transitional Transparency
  192. 05 Jul 2017, GBP Swaps for Dummies
  193. 28 Jun 2017, MIFID II: ESMA Trading Obligation
  194. 20 Jun 2017, NDF Clearing Update
  195. 07 Jun 2017, Clearing Mandates 2017
  196. 31 May 2017, BREXIT: Moving Euro clearing conflicts with G20 Market Reforms
  197. 24 May 2017, CAD Swaps – What Does the Data Show?
  198. 16 May 2017, SONIA Reform – What is Going On?
  199. 09 May 2017, Euribor Reform – What Is Going On?
  200. 03 May 2017, How Big Is The Asset Swap Market?
  201. 18 Apr 2017, Mechanics of Cross Currency Swaps
  202. 05 Apr 2017, ISDA SIMM™ in Excel – Cross Currency Swaps
  203. 29 Mar 2017, The Unintended Consequences of Uncleared Margin Rules
  204. 22 Mar 2017, Fed Rate Hikes Are Reducing The Average Life Of USD Swaps
  205. 13 Mar 2017, SA-CCR – Explaining the Calculations
  206. 07 Mar 2017, NDF Trading After 1st March
  207. 01 Mar 2017, ISDA SIMM™ in Excel – Equity Options
  208. 22 Feb 2017, ISDA SIMM™ in Excel – Equity Derivatives
  209. 14 Feb 2017, FRTB Curvature Risk Charge
  210. 07 Feb 2017, FRTB Vega Risk Charge
  211. 31 Jan 2017, ISDA SIMM™: Concentration Thresholds
  212. 25 Jan 2017, The Average Maturity of Swaps Is Increasing
  213. 18 Jan 2017, VM Big Bang – Analysing CSA Amendments
  214. 11 Jan 2017, What percentage of client trades are cleared?
  215. 03 Jan 2017, Spreadovers
  216. 21 Dec 2016, NDF Volumes – It’s all about Clearing
  217. 14 Dec 2016, ISDA SIMM™ – Swaptions IM in Excel
  218. 06 Dec 2016, ISDA SIMM™ IM Comparisons
  219. 29 Nov 2016, What is the size of the Uncleared IRS Market?
  220. 22 Nov 2016, FRTB – Excel Calculator for the Standardised Approach
  221. 15 Nov 2016, Understanding BIS Derivatives Statistics
  222. 09 Nov 2016, What is a 0x3s FRA?
  223. 02 Nov 2016, BRL NDF Market – 30% of Dealer to Dealer flow is now cleared
  224. 26 Oct 2016, Calculating MVA under ISDA SIMM™
  225. 18 Oct 2016, BIS 2016 FX Data – how much of the NDF market is Cleared?
  226. 11 Oct 2016, BIS 2016 Data and Clearing Mandates
  227. 04 Oct 2016, NDF Clearing – what is trading?
  228. 03 Oct 2016, ISDA SIMM マルチ・カレンシー・ポートフォリオ
  229. 26 Sep 2016, ISDA SIMMをExcelで計算する
  230. 20 Sep 2016, ISDA SIMM™: Multi Currency Portfolios
  231. 07 Sep 2016, ISDA SIMM Excel Calculator
  232. 30 Aug 2016, Cross Currency Swaps – how much margin will they need?
  233. 24 Aug 2016, How much Initial Margin will Uncleared Derivatives require in the first month of trading?
  234. 16 Aug 2016, Compression and SPS in MXN Swaps
  235. 09 Aug 2016, Spreads and Butterflies – what is trading?
  236. 02 Aug 2016, SDR Data via Microservices
  237. 25 Jul 2016, Liquidity Conditions in USD Swaps
  238. 19 Jul 2016, Mechanics and Definitions of Bond Futures
  239. 13 Jul 2016, Will the Bank of England cut rates?
  240. 06 Jul 2016, Mechanics and Definitions of Short Term Interest Rate Futures
  241. 01 Jul 2016, BREXIT – What is Trading?
  242. 20 Jun 2016, Brexit: FX Option and FRA Analysis
  243. 14 Jun 2016, The CFTC’s New Clearing Mandate 2016
  244. 07 Jun 2016, Fed meetings and OIS Volumes
  245. 31 May 2016, Fewer customer trades & more compression. How does a trader make money in a market like this?
  246. 17 May 2016, FVA for Cleared Swaps
  247. 10 May 2016, What’s the average trade size in swap markets?
  248. 04 May 2016, What is Multilateral Netting – FX NDF Clearing
  249. 27 Apr 2016, What’s going on – FX NDF Trading 2016
  250. 20 Apr 2016, CME Invoice Spread Volumes – updated
  251. 13 Apr 2016, CME Compression and CCP Basis
  252. 05 Apr 2016, How to identify the CCP of trades from the SDR data
  253. 30 Mar 2016, Identifying CCP Basis Trades in the SDR
  254. 21 Mar 2016, Swaps Price Data – Painting the full Liquidity Picture
  255. 15 Mar 2016, Liquidity on the Bloomberg SEF
  256. 09 Mar 2016, BREXIT: What do the FX Option volumes tell us?
  257. 01 Mar 2016, Liquidity Variables in the Swaps Market
  258. 23 Feb 2016, Volatility and Trading Volumes in Swap Markets
  259. 17 Feb 2016, Invoice Spread Trading in the New CME Ultra-10 Year Treasury Futures Contract
  260. 09 Feb 2016, CDS – Record Volumes, Expiring Swaptions and Bloomberg
  261. 03 Feb 2016, SDR Prices, Python and plotly
  262. 25 Jan 2016, The Bank of England finds this interesting. So should you!
  263. 20 Jan 2016, Fed Pulse – A New OIS Index
  264. 15 Jan 2016, スワップのコンプレッション
  265. 05 Jan 2016, Fed Surprises in the USD OIS Data
  266. 21 Dec 2015, Fed Surprise Indicators
  267. 16 Dec 2015, Compression in Swaps
  268. 08 Dec 2015, Is that a fair price? Measuring Swap Execution
  269. 01 Dec 2015, SEF Trading on US Holidays
  270. 24 Nov 2015, A sideways look at Swap Spreads
  271. 17 Nov 2015, Is Balance Sheet contraction driving Swap Spreads negative?
  272. 11 Nov 2015, Negative Swap Spreads – Prices and Volume
  273. 09 Nov 2015, October 2015 Swaps Review – Wins for LCH, Trads & Tulletts
  274. 02 Nov 2015, Stop Losses Evident in CDX Price Action
  275. 26 Oct 2015, US Treasuries and Spreadovers – Market Comparisons
  276. 20 Oct 2015, Why trade level reporting is the only reporting that makes sense
  277. 12 Oct 2015, Performance of Block Trades on RFQ Platforms
  278. 07 Oct 2015, Identifying Customer Block Trades in the SDR Data
  279. 28 Sep 2015, AUD Cross Currency Swaps
  280. 23 Sep 2015, What’s the story behind Tradeweb block trading?
  281. 14 Sep 2015, AUD swap market: Concentration risks from the Clearing Mandate
  282. 08 Sep 2015, Is an All-to-All SEF Market about to arrive?
  283. 01 Sep 2015, August 2015 Review – What Summer lull?
  284. 28 Jul 2015, ECB QE and Eonia Swaps
  285. 21 Jul 2015, Is this the scariest chart in 2015 for Swap markets?
  286. 14 Jul 2015, Patterns in the Swaps data
  287. 08 Jul 2015, June 2015 Review – Clients start trading CME-LCH Basis
  288. 01 Jul 2015, CME-LCH Basis: Convexity in Eurodollar Futures
  289. 24 Jun 2015, Liquidity
  290. 17 Jun 2015, Technical Analysis in Swaps
  291. 09 Jun 2015, Volatility and Volumes in Europe
  292. 02 Jun 2015, May 2015 Review – CCP Basis and Increased Client Flows
  293. 26 May 2015, CME-LCH Basis – What does the Term Structure tell us?
  294. 18 May 2015, Mechanics of Asset Swaps and Government Bond Swap Spreads
  295. 11 May 2015, Mechanics and Definitions of Spreadovers (Swap Spreads)
  296. 05 May 2015, BIS and Clarus Data: The $200 trillion reconciliation
  297. 27 Apr 2015, Data Visualisation for Swaps – a Tufte Approach
  298. 21 Apr 2015, What percentage of the market is in the US SDR data?
  299. 15 Apr 2015, March 2015 Review – Bloomberg out in front
  300. 31 Mar 2015, The IMM Roll for Swaps – What is it and what are the volumes?
  301. 23 Mar 2015, Spreadovers: US Treasury Spreads in the Swaps Data
  302. 17 Mar 2015, Cross Currency Swaps: SEFs enjoy QE-fueled volume boost
  303. 10 Mar 2015, Come on, feel the noise!
  304. 03 Mar 2015, February 2015 Review – ICAP vs Bloomberg
  305. 23 Feb 2015, Swap Curve and Fly Trading: What goes in, must come out
  306. 16 Feb 2015, Swap Curve and Fly Trades: A quarter of all trades are not what they first seem
  307. 11 Feb 2015, ECB QE and EMIR Reporting. More transparency please!
  308. 03 Feb 2015, HFT in the Swaps market – it’s a good thing!
  309. 27 Jan 2015, Liquidity in USD Swaps
  310. 20 Jan 2015, FX Options and the Swiss National Bank
  311. 14 Jan 2015, Initial Margin and Swap Pricing
  312. 05 Jan 2015, December Volumes in Interest Rate Swaps
  313. 23 Dec 2014, Margin Games 2014
  314. 16 Dec 2014, Swaps Compression Continued
  315. 08 Dec 2014, Compression in USD Swaps
  316. 02 Dec 2014, USD Swaps Liquidity
  317. 25 Nov 2014, Cross Currency Swap Trends
  318. 18 Nov 2014, AUD Swap Market
  319. 04 Nov 2014, Butterflies and Spreads SEF Market Share
  320. 28 Oct 2014, NDFs and Clearing
  321. 22 Oct 2014, Market Share in the Swaps Market
  322. 16 Oct 2014, Swaps and the Flash Crash 15th October 2014
  323. 14 Oct 2014, Mechanics and Definitions of Spread and Butterfly Swap Packages
  324. 07 Oct 2014, USD Swaps: Spreads and Butterflies Part III
  325. 30 Sep 2014, USD Swaps: Spreads and Butterflies Part II
  326. 24 Sep 2014, USD Swaps: Spreads and Butterflies Part I
  327. 15 Sep 2014, USD IR Swaps Summary Statistics
  328. 09 Sep 2014, ECB Sep 2014 Meeting: EUR IRS Markets React
  329. 02 Sep 2014, ECB September Meeting – Activity versus Price Indicators
  330. 26 Aug 2014, Super Mario’s EONIA Effect
  331. 19 Aug 2014, Hawkeye and Super Slo-Mo for USD Swaps
  332. 11 Aug 2014, Sterling Work: Looking into GBP Swaps
  333. 06 Aug 2014, The Professionals: USD Swaps on Bloomberg SEF
  334. 30 Jul 2014, SONIA’S Mansion House: OIS Swaps on the Up and Up
  335. 22 Jul 2014, Portugal – Banks quibble over Ronaldo’s haircut
  336. 16 Jul 2014, The Land of Make Believe: Euribor and Eonia
  337. 09 Jul 2014, FRA Wars, Episode IV: A New Hope
  338. 01 Jul 2014, The Principals of Swap Trading
  339. 24 Jun 2014, A Voyeur’s Delight: Bond Issuance and Swaps
  340. 18 Jun 2014, ECB June Meeting – Were EUR Swaps Traders at Lunch?