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. 15 Sep 2021, RFR trading is now at 50% in CHF and JPY!
  2. 08 Sep 2021, Latest EUR Swaps market share for CCPs and SEFs
  3. 01 Sep 2021, August 2021 – What Happened?
  4. 26 Jul 2021, SOFR First – LIVE Blog
  5. 21 Jul 2021, Clearing Mandates and new Trading Obligations – regulatory change is happening.
  6. 14 Jul 2021, Is RFR Trading Now Ready for Lift-Off?
  7. 07 Jul 2021, What Is The Outlook for Trading Volumes From Here?
  8. 29 Jun 2021, Using the Clarus API to monitor the latest Brexit impacts
  9. 23 Jun 2021, G3 Inflation Swap Volumes are on the up
  10. 14 Jun 2021, 10.7% of New Risk Traded versus an RFR
  11. 07 Jun 2021, JPY TIBOR And RFRs: Is There A New Path?
  12. 01 Jun 2021, CE3 Currencies and Derivatives Clearing
  13. 19 May 2021, New: What caused volumes to decrease in April?
  14. 11 May 2021, JSCC and CME RFR Adoption Indicators
  15. 05 May 2021, Swaption Volumes by Strike Q1 2021
  16. 27 Apr 2021, You Need To See This SEF Liquidity In RFRs Now
  17. 21 Apr 2021, Latest: More EUR Are Trading on-SEF than ever before
  18. 14 Apr 2021, What happened to reduce RFR trading?
  19. 06 Apr 2021, LIBOR LIVE – Is GBP LIBOR now dead in derivatives?
  20. 31 Mar 2021, ESG Basics and Fundamentals in Fixed Income
  21. 24 Mar 2021, The New Status Quo For Derivatives Markets After Brexit
  22. 17 Mar 2021, What’s New in USD Rates?
  23. 10 Mar 2021, SONIA is now the Benchmark Rate in GBP Markets
  24. 03 Mar 2021, Here is what is happening to derivatives market liquidity right now
  25. 24 Feb 2021, What is happening now with negative rates in the UK?
  26. 15 Feb 2021, Did You Know That The New Amount of SOFR Risk Hasn’t Changed for 3 Months?
  27. 09 Feb 2021, US SEFs now have 20-40% of European Derivatives
  28. 03 Feb 2021, Have You Seen This New Idea for Execution Analysis?
  29. 26 Jan 2021, New Brexit Rules Move $4Trn Of Derivatives To The US
  30. 20 Jan 2021, 3 New Fed Fund Charts You Need to See
  31. 12 Jan 2021, Cessation of LIBOR: Why is so much new risk still being transacted?
  32. 06 Jan 2021, Cross Currency Swap Review 2020
  33. 21 Dec 2020, Toxic FRAs, Fallbacks and Single Period Swaps
  34. 14 Dec 2020, RFR Trading November 2020
  35. 09 Dec 2020, GSIBs in 2020
  36. 02 Dec 2020, Will anyone trade LIBOR after 2021?
  37. 01 Dec 2020, Margin Calls Q2 2020
  38. 24 Nov 2020, Anonymous Trading on SEFs
  39. 11 Nov 2020, ISDA-Clarus RFR Indicator: SOFR, So Good
  40. 26 Oct 2020, SONIA Day 2 – LIVE Blog
  41. 16 Oct 2020, SOFR Live Blog
  42. 14 Oct 2020, LCH SOFR Auction Versus The Market
  43. 06 Oct 2020, CME Volumes
  44. 30 Sep 2020, New Block Trading Rules for Derivatives
  45. 23 Sep 2020, Spreadovers vs SOFR
  46. 16 Sep 2020, SOFR Swap Nuances
  47. 10 Sep 2020, RFR Data: Where is the €STR risk?
  48. 07 Sep 2020, SGD Rates: SORA and the Fallback Rate (SOR)
  49. 01 Sep 2020, 40% of the GBP Market Trades Versus SONIA
  50. 26 Aug 2020, US Treasury Quarterly Refunding: Traded Volume Data
  51. 18 Aug 2020, YouTube: Markets and COVID-19
  52. 11 Aug 2020, RFR Data: SOFR Sees Record Risk Traded
  53. 04 Aug 2020, ISDA-Clarus RFR Adoption Indicator Analysis – June 2020
  54. 29 Jul 2020, ISDA-Clarus RFR Adoption Indicator
  55. 27 Jul 2020, €STR Discounting Switch
  56. 22 Jul 2020, Clarus at the CFTC
  57. 15 Jul 2020, Margin Calls During COVID-19
  58. 07 Jul 2020, SONIA Q2 2020 Update
  59. 01 Jul 2020, LIBOR Discontinuation has been Preannounced
  60. 24 Jun 2020, What Is the Total Size of Rates Markets?
  61. 17 Jun 2020, US Treasury Market Volumes During COVID
  62. 10 Jun 2020, What You Need to Know About CNY Swaps
  63. 02 Jun 2020, $300bn FX Swap Rollover
  64. 27 May 2020, Will GBP Interest Rates go negative in the UK?
  65. 19 May 2020, Are USD Rates About to Go Negative?
  66. 12 May 2020, CFTC Block Trading Consultation May 2020
  67. 06 May 2020, How Much Margin? 2019 Edition
  68. 28 Apr 2020, US Treasury Volumes and Market Size
  69. 21 Apr 2020, The GSIB Framework and Window Dressing
  70. 14 Apr 2020, Central Bank Responses to COVID-19: FX Swap Arrangements
  71. 07 Apr 2020, Swap Markets see Record Trading Volumes in response to COVID-19 Market Turmoil
  72. 01 Apr 2020, MIFID II Transparency – Can we get it right this time?
  73. 25 Mar 2020, USD Swap Markets during COVID-19 Pandemic
  74. 20 Mar 2020, Mechanics of Central Bank FX Swap Lines
  75. 18 Mar 2020, Cross Currency Swaps Trading During a Crisis
  76. 17 Mar 2020, Want to know all about Global Systemic Banks? Introducing GSIBView
  77. 11 Mar 2020, Is Transparency Helping Markets Function?
  78. 11 Mar 2020, SONIA Update
  79. 02 Mar 2020, SONIA Day – LIVE Blog
  80. 25 Feb 2020, Block Trades in HKD Derivative Markets
  81. 19 Feb 2020, Trading RFRs
  82. 10 Feb 2020, Block Trading
  83. 04 Feb 2020, Risk Free Rates Trading January 2020
  84. 28 Jan 2020, Will GBP LIBOR stop trading on 2nd March 2020?
  85. 21 Jan 2020, £700bn SONIA Traded on a Single Day
  86. 14 Jan 2020, NOK Rates: What You Need to NOWA
  87. 08 Jan 2020, What You Need to Know about MXN Swaps
  88. 18 Dec 2019, MIFID II Data for Bonds
  89. 11 Dec 2019, Four Trends in Swaps Data 2019
  90. 04 Dec 2019, G-SIB Scores for US Banks
  91. 26 Nov 2019, G-SIB Mechanics and Definitions
  92. 19 Nov 2019, Mechanics and Definitions of ISDA IBOR fallbacks
  93. 12 Nov 2019, SONIA Term Rates – which is best?
  94. 06 Nov 2019, What we need to do to fix MIFID II Data
  95. 22 Oct 2019, What does SOFR volatility mean for LIBOR Fallbacks?
  96. 15 Oct 2019, CAD Rates Markets and CORRA Reform
  97. 09 Oct 2019, NDF Clearing September 2019
  98. 02 Oct 2019, ISDA September 2019 Consultation on Final Parameters
  99. 25 Sep 2019, BIS Triennial Survey 2019
  100. 19 Sep 2019, SOFR Fixed at 5.25%. What happened to the volumes?
  101. 18 Sep 2019, SACCR vs CEM for FX Products
  102. 11 Sep 2019, Four Things to Understand about USD SOFR
  103. 04 Sep 2019, 5 Things That Are Making MIFID II Data Useless
  104. 04 Sep 2019, ESMA: Let’s Get Transparency Right
  105. 28 Aug 2019, SACCR vs CEM Comparisons
  106. 21 Aug 2019, USD Fed Funds and the FHLBs
  107. 30 Jul 2019, CCP Basis – The Cost of Clearing Fragmentation
  108. 09 Jul 2019, USD SOFR Volumes June 2019
  109. 02 Jul 2019, SEK STIBOR Reform
  110. 17 Jun 2019, Mechanics and Definitions of Singapore Benchmark Rates (SGD SOR and SGD SIBOR)
  111. 12 Jun 2019, LIBOR Fallbacks and Uncleared Margin Rules
  112. 04 Jun 2019, LIBOR Fallbacks Again
  113. 28 May 2019, NDF Clearing 2019
  114. 22 May 2019, Current Clearing Rates
  115. 07 May 2019, USD SOFR Volumes April 2019
  116. 30 Apr 2019, Indices are the best way to calculate compound interest
  117. 24 Apr 2019, Ameribor: The $1.5bn Index That You Need to Know About
  118. 17 Apr 2019, MIFID II Transparency Update
  119. 10 Apr 2019, NOK Rates – NIBOR and NOWA
  120. 02 Apr 2019, USD Swap Spreads Review Q1 2019
  121. 26 Mar 2019, €STR – What You Need to Know
  122. 20 Mar 2019, LIBOR Fallbacks – What will the GBP spread be?
  123. 13 Mar 2019, KCCP – Clearing is Getting Cheaper
  124. 04 Mar 2019, Is the Leverage Ratio impacting Swaps Trading?
  125. 27 Feb 2019, Compression Auctions for RFRs
  126. 20 Feb 2019, USD Swaps Market vs Futures Market Size
  127. 12 Feb 2019, What Traded On-SEF in 2018?
  128. 06 Feb 2019, What Traded Off-SEF in 2018?
  129. 24 Jan 2019, JPY Swaps – A Market Overview
  130. 16 Jan 2019, Mechanics and Definitions of Carry in Swap Markets
  131. 09 Jan 2019, ESTER Term Rates
  132. 19 Dec 2018, RFRs – CHF SARON Activity
  133. 12 Dec 2018, What is Left Uncleared in 2018?
  134. 04 Dec 2018, LIBOR Basis Swaps
  135. 27 Nov 2018, RFRs – ISDA announce LIBOR fallback methodology
  136. 20 Nov 2018, RFRs – OIS trades are getting longer!
  137. 07 Nov 2018, SA-CCR for US Banks
  138. 31 Oct 2018, SOFR Swaps – Block Trades and Fannie Mae Issuance
  139. 23 Oct 2018, CLARUS01 Risk Free Rates
  140. 17 Oct 2018, Scandie Swaps
  141. 02 Oct 2018, Cross Currency Basis and Turn of the Year
  142. 18 Sep 2018, ESTER – What You Need To Know
  143. 04 Sep 2018, Mechanics of FRA Risks
  144. 29 Aug 2018, SONIA Term Rates
  145. 22 Aug 2018, LIBOR OIS August 2018 Update
  146. 14 Aug 2018, USD Spreadovers and SEF Market Share
  147. 01 Aug 2018, How much of the swaps market is traded as an OIS?
  148. 25 Jul 2018, LIBOR Fallbacks
  149. 17 Jul 2018, SOFR Swaps Are Trading!
  150. 09 Jul 2018, How Much Data Do We Have?
  151. 05 Jul 2018, FRTB – Basic Approach for CVA
  152. 26 Jun 2018, Benchmark Reform – An EONIA replacement is coming very soon!
  153. 19 Jun 2018, FRTB in Excel
  154. 13 Jun 2018, Settle To Market – What You Need To Know about STM
  155. 05 Jun 2018, FICC Markets Standards
  156. 29 May 2018, MIFID II Data – It’s Finally Good News!
  157. 29 May 2018, Current Exposure Methodology – What You Need To Know
  158. 22 May 2018, NDF Volume Data
  159. 16 May 2018, SOFR – What you need to know
  160. 09 May 2018, Swaps Regulations Are Changing – Part Two, Capital and CCPs
  161. 02 May 2018, Swaps Regulations Are Changing – Part One, SEFs
  162. 25 Apr 2018, OIS Volumes – What is the Trend?
  163. 18 Apr 2018, USD Libor is changing!
  164. 09 Apr 2018, Cross Currency Swaps and Libor-OIS
  165. 04 Apr 2018, LIBOR OIS – March 2018 Update
  166. 27 Mar 2018, MIFID II Data – APA Market Share
  167. 21 Mar 2018, SONIA Market March 2018
  168. 20 Mar 2018, Libor OIS – What is Going On?
  169. 14 Mar 2018, NDF Clearing February 2018
  170. 06 Mar 2018, MIFID II Data – Bond Trading
  171. 27 Feb 2018, All time record volumes in Cross Currency Swaps
  172. 14 Feb 2018, Clarus Daily Briefing
  173. 06 Feb 2018, Tradeweb and Bloomberg MTF Market Share
  174. 31 Jan 2018, Tradeweb APA Data and the Trading Obligation
  175. 24 Jan 2018, Tradeweb MIFID Data – Interest Rate Swaps
  176. 17 Jan 2018, MIFID II Data – Bonds on Bloomberg
  177. 15 Jan 2018, MIFID II Data – $4trn in Compression
  178. 10 Jan 2018, Bloomberg MTF Data – Week One
  179. 04 Jan 2018, MIFID II Data Day Two
  180. 03 Jan 2018, MIFID II Live Blog – The Data
  181. 19 Dec 2017, FSB Survey on Derivatives
  182. 12 Dec 2017, G10 FX NDF Clearing
  183. 05 Dec 2017, LIBOR Reform – Latest Developments
  184. 28 Nov 2017, What is going on in Uncleared Derivative Markets?
  185. 21 Nov 2017, We found the CHF SARON Swaps!
  186. 15 Nov 2017, FX Clearing – the $750bn market that keeps growing
  187. 08 Nov 2017, CHF SARON – What is Going On?
  188. 08 Nov 2017, Bank Ring Fencing – What You Need to Know
  189. 31 Oct 2017, Initial Margin, Compression Volumes and why the time to Optimise is now
  190. 30 Oct 2017, Cross Currency Swap Volumes
  191. 10 Oct 2017, MIFID II – ESMA Finalises the Trading Obligation
  192. 03 Oct 2017, AUD Swap Markets in August 2017
  193. 26 Sep 2017, Libor Reform – What You Need to Know
  194. 20 Sep 2017, Introducing Our Daily Briefing, Direct to your inbox
  195. 12 Sep 2017, ISDA SIMM 2.0 – What You Need to Know
  196. 05 Sep 2017, VM Big Bang – Impact on FX Markets
  197. 30 Aug 2017, MIFID II Transparency will leave us in the dark
  198. 22 Aug 2017, Curve Trading in USD Swaps
  199. 16 Aug 2017, MAC Swap Trading
  200. 16 Aug 2017, Our Response to the ESMA Trading Obligation Consultation
  201. 09 Aug 2017, Array Formulas in Excel
  202. 01 Aug 2017, CCP Disclosures: How much does it cost to run a trading business?
  203. 25 Jul 2017, MIFID II: What Should Transparency Look Like?
  204. 18 Jul 2017, ISDA SIMM For Excel
  205. 12 Jul 2017, MIFID II Transitional Transparency
  206. 05 Jul 2017, GBP Swaps for Dummies
  207. 28 Jun 2017, MIFID II: ESMA Trading Obligation
  208. 20 Jun 2017, NDF Clearing Update
  209. 07 Jun 2017, Clearing Mandates 2017
  210. 31 May 2017, BREXIT: Moving Euro clearing conflicts with G20 Market Reforms
  211. 24 May 2017, CAD Swaps – What Does the Data Show?
  212. 16 May 2017, SONIA Reform – What is Going On?
  213. 09 May 2017, Euribor Reform – What Is Going On?
  214. 03 May 2017, How Big Is The Asset Swap Market?
  215. 18 Apr 2017, Mechanics of Cross Currency Swaps
  216. 05 Apr 2017, ISDA SIMM™ in Excel – Cross Currency Swaps
  217. 29 Mar 2017, The Unintended Consequences of Uncleared Margin Rules
  218. 22 Mar 2017, Fed Rate Hikes Are Reducing The Average Life Of USD Swaps
  219. 13 Mar 2017, SA-CCR – Explaining the Calculations
  220. 07 Mar 2017, NDF Trading After 1st March
  221. 01 Mar 2017, ISDA SIMM™ in Excel – Equity Options
  222. 22 Feb 2017, ISDA SIMM™ in Excel – Equity Derivatives
  223. 14 Feb 2017, FRTB Curvature Risk Charge
  224. 07 Feb 2017, FRTB Vega Risk Charge
  225. 31 Jan 2017, ISDA SIMM™: Concentration Thresholds
  226. 25 Jan 2017, The Average Maturity of Swaps Is Increasing
  227. 18 Jan 2017, VM Big Bang – Analysing CSA Amendments
  228. 11 Jan 2017, What percentage of client trades are cleared?
  229. 03 Jan 2017, Spreadovers
  230. 21 Dec 2016, NDF Volumes – It’s all about Clearing
  231. 14 Dec 2016, ISDA SIMM™ – Swaptions IM in Excel
  232. 06 Dec 2016, ISDA SIMM™ IM Comparisons
  233. 29 Nov 2016, What is the size of the Uncleared IRS Market?
  234. 22 Nov 2016, FRTB – Excel Calculator for the Standardised Approach
  235. 15 Nov 2016, Understanding BIS Derivatives Statistics
  236. 09 Nov 2016, What is a 0x3s FRA?
  237. 02 Nov 2016, BRL NDF Market – 30% of Dealer to Dealer flow is now cleared
  238. 26 Oct 2016, Calculating MVA under ISDA SIMM™
  239. 18 Oct 2016, BIS 2016 FX Data – how much of the NDF market is Cleared?
  240. 11 Oct 2016, BIS 2016 Data and Clearing Mandates
  241. 04 Oct 2016, NDF Clearing – what is trading?
  242. 03 Oct 2016, ISDA SIMM マルチ・カレンシー・ポートフォリオ
  243. 26 Sep 2016, ISDA SIMMをExcelで計算する
  244. 20 Sep 2016, ISDA SIMM™: Multi Currency Portfolios
  245. 07 Sep 2016, ISDA SIMM Excel Calculator
  246. 30 Aug 2016, Cross Currency Swaps – how much margin will they need?
  247. 24 Aug 2016, How much Initial Margin will Uncleared Derivatives require in the first month of trading?
  248. 16 Aug 2016, Compression and SPS in MXN Swaps
  249. 09 Aug 2016, Spreads and Butterflies – what is trading?
  250. 02 Aug 2016, SDR Data via Microservices
  251. 25 Jul 2016, Liquidity Conditions in USD Swaps
  252. 19 Jul 2016, Mechanics and Definitions of Bond Futures
  253. 13 Jul 2016, Will the Bank of England cut rates?
  254. 06 Jul 2016, Mechanics and Definitions of Short Term Interest Rate Futures
  255. 01 Jul 2016, BREXIT – What is Trading?
  256. 20 Jun 2016, Brexit: FX Option and FRA Analysis
  257. 14 Jun 2016, The CFTC’s New Clearing Mandate 2016
  258. 07 Jun 2016, Fed meetings and OIS Volumes
  259. 31 May 2016, Fewer customer trades & more compression. How does a trader make money in a market like this?
  260. 17 May 2016, FVA for Cleared Swaps
  261. 10 May 2016, What’s the average trade size in swap markets?
  262. 04 May 2016, What is Multilateral Netting – FX NDF Clearing
  263. 27 Apr 2016, What’s going on – FX NDF Trading 2016
  264. 20 Apr 2016, CME Invoice Spread Volumes – updated
  265. 13 Apr 2016, CME Compression and CCP Basis
  266. 05 Apr 2016, How to identify the CCP of trades from the SDR data
  267. 30 Mar 2016, Identifying CCP Basis Trades in the SDR
  268. 21 Mar 2016, Swaps Price Data – Painting the full Liquidity Picture
  269. 15 Mar 2016, Liquidity on the Bloomberg SEF
  270. 09 Mar 2016, BREXIT: What do the FX Option volumes tell us?
  271. 01 Mar 2016, Liquidity Variables in the Swaps Market
  272. 23 Feb 2016, Volatility and Trading Volumes in Swap Markets
  273. 17 Feb 2016, Invoice Spread Trading in the New CME Ultra-10 Year Treasury Futures Contract
  274. 09 Feb 2016, CDS – Record Volumes, Expiring Swaptions and Bloomberg
  275. 03 Feb 2016, SDR Prices, Python and plotly
  276. 25 Jan 2016, The Bank of England finds this interesting. So should you!
  277. 20 Jan 2016, Fed Pulse – A New OIS Index
  278. 15 Jan 2016, スワップのコンプレッション
  279. 05 Jan 2016, Fed Surprises in the USD OIS Data
  280. 21 Dec 2015, Fed Surprise Indicators
  281. 16 Dec 2015, Compression in Swaps
  282. 08 Dec 2015, Is that a fair price? Measuring Swap Execution
  283. 01 Dec 2015, SEF Trading on US Holidays
  284. 24 Nov 2015, A sideways look at Swap Spreads
  285. 17 Nov 2015, Is Balance Sheet contraction driving Swap Spreads negative?
  286. 11 Nov 2015, Negative Swap Spreads – Prices and Volume
  287. 09 Nov 2015, October 2015 Swaps Review – Wins for LCH, Trads & Tulletts
  288. 02 Nov 2015, Stop Losses Evident in CDX Price Action
  289. 26 Oct 2015, US Treasuries and Spreadovers – Market Comparisons
  290. 20 Oct 2015, Why trade level reporting is the only reporting that makes sense
  291. 12 Oct 2015, Performance of Block Trades on RFQ Platforms
  292. 07 Oct 2015, Identifying Customer Block Trades in the SDR Data
  293. 28 Sep 2015, AUD Cross Currency Swaps
  294. 23 Sep 2015, What’s the story behind Tradeweb block trading?
  295. 14 Sep 2015, AUD swap market: Concentration risks from the Clearing Mandate
  296. 08 Sep 2015, Is an All-to-All SEF Market about to arrive?
  297. 01 Sep 2015, August 2015 Review – What Summer lull?
  298. 28 Jul 2015, ECB QE and Eonia Swaps
  299. 21 Jul 2015, Is this the scariest chart in 2015 for Swap markets?
  300. 14 Jul 2015, Patterns in the Swaps data
  301. 08 Jul 2015, June 2015 Review – Clients start trading CME-LCH Basis
  302. 01 Jul 2015, CME-LCH Basis: Convexity in Eurodollar Futures
  303. 24 Jun 2015, Liquidity
  304. 17 Jun 2015, Technical Analysis in Swaps
  305. 09 Jun 2015, Volatility and Volumes in Europe
  306. 02 Jun 2015, May 2015 Review – CCP Basis and Increased Client Flows
  307. 26 May 2015, CME-LCH Basis – What does the Term Structure tell us?
  308. 18 May 2015, Mechanics of Asset Swaps and Government Bond Swap Spreads
  309. 11 May 2015, Mechanics and Definitions of Spreadovers (Swap Spreads)
  310. 05 May 2015, BIS and Clarus Data: The $200 trillion reconciliation
  311. 27 Apr 2015, Data Visualisation for Swaps – a Tufte Approach
  312. 21 Apr 2015, What percentage of the market is in the US SDR data?
  313. 15 Apr 2015, March 2015 Review – Bloomberg out in front
  314. 31 Mar 2015, The IMM Roll for Swaps – What is it and what are the volumes?
  315. 23 Mar 2015, Spreadovers: US Treasury Spreads in the Swaps Data
  316. 17 Mar 2015, Cross Currency Swaps: SEFs enjoy QE-fueled volume boost
  317. 10 Mar 2015, Come on, feel the noise!
  318. 03 Mar 2015, February 2015 Review – ICAP vs Bloomberg
  319. 23 Feb 2015, Swap Curve and Fly Trading: What goes in, must come out
  320. 16 Feb 2015, Swap Curve and Fly Trades: A quarter of all trades are not what they first seem
  321. 11 Feb 2015, ECB QE and EMIR Reporting. More transparency please!
  322. 03 Feb 2015, HFT in the Swaps market – it’s a good thing!
  323. 27 Jan 2015, Liquidity in USD Swaps
  324. 20 Jan 2015, FX Options and the Swiss National Bank
  325. 14 Jan 2015, Initial Margin and Swap Pricing
  326. 05 Jan 2015, December Volumes in Interest Rate Swaps
  327. 23 Dec 2014, Margin Games 2014
  328. 16 Dec 2014, Swaps Compression Continued
  329. 08 Dec 2014, Compression in USD Swaps
  330. 02 Dec 2014, USD Swaps Liquidity
  331. 25 Nov 2014, Cross Currency Swap Trends
  332. 18 Nov 2014, AUD Swap Market
  333. 04 Nov 2014, Butterflies and Spreads SEF Market Share
  334. 28 Oct 2014, NDFs and Clearing
  335. 22 Oct 2014, Market Share in the Swaps Market
  336. 16 Oct 2014, Swaps and the Flash Crash 15th October 2014
  337. 14 Oct 2014, Mechanics and Definitions of Spread and Butterfly Swap Packages
  338. 07 Oct 2014, USD Swaps: Spreads and Butterflies Part III
  339. 30 Sep 2014, USD Swaps: Spreads and Butterflies Part II
  340. 24 Sep 2014, USD Swaps: Spreads and Butterflies Part I
  341. 15 Sep 2014, USD IR Swaps Summary Statistics
  342. 09 Sep 2014, ECB Sep 2014 Meeting: EUR IRS Markets React
  343. 02 Sep 2014, ECB September Meeting – Activity versus Price Indicators
  344. 26 Aug 2014, Super Mario’s EONIA Effect
  345. 19 Aug 2014, Hawkeye and Super Slo-Mo for USD Swaps
  346. 11 Aug 2014, Sterling Work: Looking into GBP Swaps
  347. 06 Aug 2014, The Professionals: USD Swaps on Bloomberg SEF
  348. 30 Jul 2014, SONIA’S Mansion House: OIS Swaps on the Up and Up
  349. 22 Jul 2014, Portugal – Banks quibble over Ronaldo’s haircut
  350. 16 Jul 2014, The Land of Make Believe: Euribor and Eonia
  351. 09 Jul 2014, FRA Wars, Episode IV: A New Hope
  352. 01 Jul 2014, The Principals of Swap Trading
  353. 24 Jun 2014, A Voyeur’s Delight: Bond Issuance and Swaps
  354. 18 Jun 2014, ECB June Meeting – Were EUR Swaps Traders at Lunch?