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. 24 Nov 2021, Consolidated Tape: Don’t let perfection be the enemy of good for derivatives
  2. 10 Nov 2021, SOFR First in Swaptions
  3. 03 Nov 2021, Did The Latest USD Move Really Result In Blood On The Street?
  4. 19 Oct 2021, SOFR Now 78% of Interdealer Market
  5. 12 Oct 2021, There Are Now Over 1,000 Clarus Blog Posts!
  6. 06 Oct 2021, Mechanics and Definitions of RFR Cross Currency Swaps
  7. 29 Sep 2021, SACCR Multipliers, Initial Margin and KCCP
  8. 21 Sep 2021, LIVE BLOG: RFR First in Cross Currency Swaps
  9. 15 Sep 2021, RFR trading is now at 50% in CHF and JPY!
  10. 08 Sep 2021, Latest EUR Swaps market share for CCPs and SEFs
  11. 01 Sep 2021, August 2021 – What Happened?
  12. 26 Jul 2021, SOFR First – LIVE Blog
  13. 21 Jul 2021, Clearing Mandates and new Trading Obligations – regulatory change is happening.
  14. 14 Jul 2021, Is RFR Trading Now Ready for Lift-Off?
  15. 07 Jul 2021, What Is The Outlook for Trading Volumes From Here?
  16. 29 Jun 2021, Using the Clarus API to monitor the latest Brexit impacts
  17. 23 Jun 2021, G3 Inflation Swap Volumes are on the up
  18. 14 Jun 2021, 10.7% of New Risk Traded versus an RFR
  19. 07 Jun 2021, JPY TIBOR And RFRs: Is There A New Path?
  20. 01 Jun 2021, CE3 Currencies and Derivatives Clearing
  21. 19 May 2021, New: What caused volumes to decrease in April?
  22. 11 May 2021, JSCC and CME RFR Adoption Indicators
  23. 05 May 2021, Swaption Volumes by Strike Q1 2021
  24. 27 Apr 2021, You Need To See This SEF Liquidity In RFRs Now
  25. 21 Apr 2021, Latest: More EUR Are Trading on-SEF than ever before
  26. 14 Apr 2021, What happened to reduce RFR trading?
  27. 06 Apr 2021, LIBOR LIVE – Is GBP LIBOR now dead in derivatives?
  28. 31 Mar 2021, ESG Basics and Fundamentals in Fixed Income
  29. 24 Mar 2021, The New Status Quo For Derivatives Markets After Brexit
  30. 17 Mar 2021, What’s New in USD Rates?
  31. 10 Mar 2021, SONIA is now the Benchmark Rate in GBP Markets
  32. 03 Mar 2021, Here is what is happening to derivatives market liquidity right now
  33. 24 Feb 2021, What is happening now with negative rates in the UK?
  34. 15 Feb 2021, Did You Know That The New Amount of SOFR Risk Hasn’t Changed for 3 Months?
  35. 09 Feb 2021, US SEFs now have 20-40% of European Derivatives
  36. 03 Feb 2021, Have You Seen This New Idea for Execution Analysis?
  37. 26 Jan 2021, New Brexit Rules Move $4Trn Of Derivatives To The US
  38. 20 Jan 2021, 3 New Fed Fund Charts You Need to See
  39. 12 Jan 2021, Cessation of LIBOR: Why is so much new risk still being transacted?
  40. 06 Jan 2021, Cross Currency Swap Review 2020
  41. 21 Dec 2020, Toxic FRAs, Fallbacks and Single Period Swaps
  42. 14 Dec 2020, RFR Trading November 2020
  43. 09 Dec 2020, GSIBs in 2020
  44. 02 Dec 2020, Will anyone trade LIBOR after 2021?
  45. 01 Dec 2020, Margin Calls Q2 2020
  46. 24 Nov 2020, Anonymous Trading on SEFs
  47. 11 Nov 2020, ISDA-Clarus RFR Indicator: SOFR, So Good
  48. 26 Oct 2020, SONIA Day 2 – LIVE Blog
  49. 16 Oct 2020, SOFR Live Blog
  50. 14 Oct 2020, LCH SOFR Auction Versus The Market
  51. 06 Oct 2020, CME Volumes
  52. 30 Sep 2020, New Block Trading Rules for Derivatives
  53. 23 Sep 2020, Spreadovers vs SOFR
  54. 16 Sep 2020, SOFR Swap Nuances
  55. 10 Sep 2020, RFR Data: Where is the €STR risk?
  56. 07 Sep 2020, SGD Rates: SORA and the Fallback Rate (SOR)
  57. 01 Sep 2020, 40% of the GBP Market Trades Versus SONIA
  58. 26 Aug 2020, US Treasury Quarterly Refunding: Traded Volume Data
  59. 18 Aug 2020, YouTube: Markets and COVID-19
  60. 11 Aug 2020, RFR Data: SOFR Sees Record Risk Traded
  61. 04 Aug 2020, ISDA-Clarus RFR Adoption Indicator Analysis – June 2020
  62. 29 Jul 2020, ISDA-Clarus RFR Adoption Indicator
  63. 27 Jul 2020, €STR Discounting Switch
  64. 22 Jul 2020, Clarus at the CFTC
  65. 15 Jul 2020, Margin Calls During COVID-19
  66. 07 Jul 2020, SONIA Q2 2020 Update
  67. 01 Jul 2020, LIBOR Discontinuation has been Preannounced
  68. 24 Jun 2020, What Is the Total Size of Rates Markets?
  69. 17 Jun 2020, US Treasury Market Volumes During COVID
  70. 10 Jun 2020, What You Need to Know About CNY Swaps
  71. 02 Jun 2020, $300bn FX Swap Rollover
  72. 27 May 2020, Will GBP Interest Rates go negative in the UK?
  73. 19 May 2020, Are USD Rates About to Go Negative?
  74. 12 May 2020, CFTC Block Trading Consultation May 2020
  75. 06 May 2020, How Much Margin? 2019 Edition
  76. 28 Apr 2020, US Treasury Volumes and Market Size
  77. 21 Apr 2020, The GSIB Framework and Window Dressing
  78. 14 Apr 2020, Central Bank Responses to COVID-19: FX Swap Arrangements
  79. 07 Apr 2020, Swap Markets see Record Trading Volumes in response to COVID-19 Market Turmoil
  80. 01 Apr 2020, MIFID II Transparency – Can we get it right this time?
  81. 25 Mar 2020, USD Swap Markets during COVID-19 Pandemic
  82. 20 Mar 2020, Mechanics of Central Bank FX Swap Lines
  83. 18 Mar 2020, Cross Currency Swaps Trading During a Crisis
  84. 17 Mar 2020, Want to know all about Global Systemic Banks? Introducing GSIBView
  85. 11 Mar 2020, Is Transparency Helping Markets Function?
  86. 11 Mar 2020, SONIA Update
  87. 02 Mar 2020, SONIA Day – LIVE Blog
  88. 25 Feb 2020, Block Trades in HKD Derivative Markets
  89. 19 Feb 2020, Trading RFRs
  90. 10 Feb 2020, Block Trading
  91. 04 Feb 2020, Risk Free Rates Trading January 2020
  92. 28 Jan 2020, Will GBP LIBOR stop trading on 2nd March 2020?
  93. 21 Jan 2020, £700bn SONIA Traded on a Single Day
  94. 14 Jan 2020, NOK Rates: What You Need to NOWA
  95. 08 Jan 2020, What You Need to Know about MXN Swaps
  96. 18 Dec 2019, MIFID II Data for Bonds
  97. 11 Dec 2019, Four Trends in Swaps Data 2019
  98. 04 Dec 2019, G-SIB Scores for US Banks
  99. 26 Nov 2019, G-SIB Mechanics and Definitions
  100. 19 Nov 2019, Mechanics and Definitions of ISDA IBOR fallbacks
  101. 12 Nov 2019, SONIA Term Rates – which is best?
  102. 06 Nov 2019, What we need to do to fix MIFID II Data
  103. 22 Oct 2019, What does SOFR volatility mean for LIBOR Fallbacks?
  104. 15 Oct 2019, CAD Rates Markets and CORRA Reform
  105. 09 Oct 2019, NDF Clearing September 2019
  106. 02 Oct 2019, ISDA September 2019 Consultation on Final Parameters
  107. 25 Sep 2019, BIS Triennial Survey 2019
  108. 19 Sep 2019, SOFR Fixed at 5.25%. What happened to the volumes?
  109. 18 Sep 2019, SACCR vs CEM for FX Products
  110. 11 Sep 2019, Four Things to Understand about USD SOFR
  111. 04 Sep 2019, 5 Things That Are Making MIFID II Data Useless
  112. 04 Sep 2019, ESMA: Let’s Get Transparency Right
  113. 28 Aug 2019, SACCR vs CEM Comparisons
  114. 21 Aug 2019, USD Fed Funds and the FHLBs
  115. 30 Jul 2019, CCP Basis – The Cost of Clearing Fragmentation
  116. 09 Jul 2019, USD SOFR Volumes June 2019
  117. 02 Jul 2019, SEK STIBOR Reform
  118. 17 Jun 2019, Mechanics and Definitions of Singapore Benchmark Rates (SGD SOR and SGD SIBOR)
  119. 12 Jun 2019, LIBOR Fallbacks and Uncleared Margin Rules
  120. 04 Jun 2019, LIBOR Fallbacks Again
  121. 28 May 2019, NDF Clearing 2019
  122. 22 May 2019, Current Clearing Rates
  123. 07 May 2019, USD SOFR Volumes April 2019
  124. 30 Apr 2019, Indices are the best way to calculate compound interest
  125. 24 Apr 2019, Ameribor: The $1.5bn Index That You Need to Know About
  126. 17 Apr 2019, MIFID II Transparency Update
  127. 10 Apr 2019, NOK Rates – NIBOR and NOWA
  128. 02 Apr 2019, USD Swap Spreads Review Q1 2019
  129. 26 Mar 2019, €STR – What You Need to Know
  130. 20 Mar 2019, LIBOR Fallbacks – What will the GBP spread be?
  131. 13 Mar 2019, KCCP – Clearing is Getting Cheaper
  132. 04 Mar 2019, Is the Leverage Ratio impacting Swaps Trading?
  133. 27 Feb 2019, Compression Auctions for RFRs
  134. 20 Feb 2019, USD Swaps Market vs Futures Market Size
  135. 12 Feb 2019, What Traded On-SEF in 2018?
  136. 06 Feb 2019, What Traded Off-SEF in 2018?
  137. 24 Jan 2019, JPY Swaps – A Market Overview
  138. 16 Jan 2019, Mechanics and Definitions of Carry in Swap Markets
  139. 09 Jan 2019, ESTER Term Rates
  140. 19 Dec 2018, RFRs – CHF SARON Activity
  141. 12 Dec 2018, What is Left Uncleared in 2018?
  142. 04 Dec 2018, LIBOR Basis Swaps
  143. 27 Nov 2018, RFRs – ISDA announce LIBOR fallback methodology
  144. 20 Nov 2018, RFRs – OIS trades are getting longer!
  145. 07 Nov 2018, SA-CCR for US Banks
  146. 31 Oct 2018, SOFR Swaps – Block Trades and Fannie Mae Issuance
  147. 23 Oct 2018, CLARUS01 Risk Free Rates
  148. 17 Oct 2018, Scandie Swaps
  149. 02 Oct 2018, Cross Currency Basis and Turn of the Year
  150. 18 Sep 2018, ESTER – What You Need To Know
  151. 04 Sep 2018, Mechanics of FRA Risks
  152. 29 Aug 2018, SONIA Term Rates
  153. 22 Aug 2018, LIBOR OIS August 2018 Update
  154. 14 Aug 2018, USD Spreadovers and SEF Market Share
  155. 01 Aug 2018, How much of the swaps market is traded as an OIS?
  156. 25 Jul 2018, LIBOR Fallbacks
  157. 17 Jul 2018, SOFR Swaps Are Trading!
  158. 09 Jul 2018, How Much Data Do We Have?
  159. 05 Jul 2018, FRTB – Basic Approach for CVA
  160. 26 Jun 2018, Benchmark Reform – An EONIA replacement is coming very soon!
  161. 19 Jun 2018, FRTB in Excel
  162. 13 Jun 2018, Settle To Market – What You Need To Know about STM
  163. 05 Jun 2018, FICC Markets Standards
  164. 29 May 2018, MIFID II Data – It’s Finally Good News!
  165. 29 May 2018, Current Exposure Methodology – What You Need To Know
  166. 22 May 2018, NDF Volume Data
  167. 16 May 2018, SOFR – What you need to know
  168. 09 May 2018, Swaps Regulations Are Changing – Part Two, Capital and CCPs
  169. 02 May 2018, Swaps Regulations Are Changing – Part One, SEFs
  170. 25 Apr 2018, OIS Volumes – What is the Trend?
  171. 18 Apr 2018, USD Libor is changing!
  172. 09 Apr 2018, Cross Currency Swaps and Libor-OIS
  173. 04 Apr 2018, LIBOR OIS – March 2018 Update
  174. 27 Mar 2018, MIFID II Data – APA Market Share
  175. 21 Mar 2018, SONIA Market March 2018
  176. 20 Mar 2018, Libor OIS – What is Going On?
  177. 14 Mar 2018, NDF Clearing February 2018
  178. 06 Mar 2018, MIFID II Data – Bond Trading
  179. 27 Feb 2018, All time record volumes in Cross Currency Swaps
  180. 14 Feb 2018, Clarus Daily Briefing
  181. 06 Feb 2018, Tradeweb and Bloomberg MTF Market Share
  182. 31 Jan 2018, Tradeweb APA Data and the Trading Obligation
  183. 24 Jan 2018, Tradeweb MIFID Data – Interest Rate Swaps
  184. 17 Jan 2018, MIFID II Data – Bonds on Bloomberg
  185. 15 Jan 2018, MIFID II Data – $4trn in Compression
  186. 10 Jan 2018, Bloomberg MTF Data – Week One
  187. 04 Jan 2018, MIFID II Data Day Two
  188. 03 Jan 2018, MIFID II Live Blog – The Data
  189. 19 Dec 2017, FSB Survey on Derivatives
  190. 12 Dec 2017, G10 FX NDF Clearing
  191. 05 Dec 2017, LIBOR Reform – Latest Developments
  192. 28 Nov 2017, What is going on in Uncleared Derivative Markets?
  193. 21 Nov 2017, We found the CHF SARON Swaps!
  194. 15 Nov 2017, FX Clearing – the $750bn market that keeps growing
  195. 08 Nov 2017, CHF SARON – What is Going On?
  196. 08 Nov 2017, Bank Ring Fencing – What You Need to Know
  197. 31 Oct 2017, Initial Margin, Compression Volumes and why the time to Optimise is now
  198. 30 Oct 2017, Cross Currency Swap Volumes
  199. 10 Oct 2017, MIFID II – ESMA Finalises the Trading Obligation
  200. 03 Oct 2017, AUD Swap Markets in August 2017
  201. 26 Sep 2017, Libor Reform – What You Need to Know
  202. 20 Sep 2017, Introducing Our Daily Briefing, Direct to your inbox
  203. 12 Sep 2017, ISDA SIMM 2.0 – What You Need to Know
  204. 05 Sep 2017, VM Big Bang – Impact on FX Markets
  205. 30 Aug 2017, MIFID II Transparency will leave us in the dark
  206. 22 Aug 2017, Curve Trading in USD Swaps
  207. 16 Aug 2017, MAC Swap Trading
  208. 16 Aug 2017, Our Response to the ESMA Trading Obligation Consultation
  209. 09 Aug 2017, Array Formulas in Excel
  210. 01 Aug 2017, CCP Disclosures: How much does it cost to run a trading business?
  211. 25 Jul 2017, MIFID II: What Should Transparency Look Like?
  212. 18 Jul 2017, ISDA SIMM For Excel
  213. 12 Jul 2017, MIFID II Transitional Transparency
  214. 05 Jul 2017, GBP Swaps for Dummies
  215. 28 Jun 2017, MIFID II: ESMA Trading Obligation
  216. 20 Jun 2017, NDF Clearing Update
  217. 07 Jun 2017, Clearing Mandates 2017
  218. 31 May 2017, BREXIT: Moving Euro clearing conflicts with G20 Market Reforms
  219. 24 May 2017, CAD Swaps – What Does the Data Show?
  220. 16 May 2017, SONIA Reform – What is Going On?
  221. 09 May 2017, Euribor Reform – What Is Going On?
  222. 03 May 2017, How Big Is The Asset Swap Market?
  223. 18 Apr 2017, Mechanics of Cross Currency Swaps
  224. 05 Apr 2017, ISDA SIMM™ in Excel – Cross Currency Swaps
  225. 29 Mar 2017, The Unintended Consequences of Uncleared Margin Rules
  226. 22 Mar 2017, Fed Rate Hikes Are Reducing The Average Life Of USD Swaps
  227. 13 Mar 2017, SA-CCR – Explaining the Calculations
  228. 07 Mar 2017, NDF Trading After 1st March
  229. 01 Mar 2017, ISDA SIMM™ in Excel – Equity Options
  230. 22 Feb 2017, ISDA SIMM™ in Excel – Equity Derivatives
  231. 14 Feb 2017, FRTB Curvature Risk Charge
  232. 07 Feb 2017, FRTB Vega Risk Charge
  233. 31 Jan 2017, ISDA SIMM™: Concentration Thresholds
  234. 25 Jan 2017, The Average Maturity of Swaps Is Increasing
  235. 18 Jan 2017, VM Big Bang – Analysing CSA Amendments
  236. 11 Jan 2017, What percentage of client trades are cleared?
  237. 03 Jan 2017, Spreadovers
  238. 21 Dec 2016, NDF Volumes – It’s all about Clearing
  239. 14 Dec 2016, ISDA SIMM™ – Swaptions IM in Excel
  240. 06 Dec 2016, ISDA SIMM™ IM Comparisons
  241. 29 Nov 2016, What is the size of the Uncleared IRS Market?
  242. 22 Nov 2016, FRTB – Excel Calculator for the Standardised Approach
  243. 15 Nov 2016, Understanding BIS Derivatives Statistics
  244. 09 Nov 2016, What is a 0x3s FRA?
  245. 02 Nov 2016, BRL NDF Market – 30% of Dealer to Dealer flow is now cleared
  246. 26 Oct 2016, Calculating MVA under ISDA SIMM™
  247. 18 Oct 2016, BIS 2016 FX Data – how much of the NDF market is Cleared?
  248. 11 Oct 2016, BIS 2016 Data and Clearing Mandates
  249. 04 Oct 2016, NDF Clearing – what is trading?
  250. 03 Oct 2016, ISDA SIMM マルチ・カレンシー・ポートフォリオ
  251. 26 Sep 2016, ISDA SIMMをExcelで計算する
  252. 20 Sep 2016, ISDA SIMM™: Multi Currency Portfolios
  253. 07 Sep 2016, ISDA SIMM Excel Calculator
  254. 30 Aug 2016, Cross Currency Swaps – how much margin will they need?
  255. 24 Aug 2016, How much Initial Margin will Uncleared Derivatives require in the first month of trading?
  256. 16 Aug 2016, Compression and SPS in MXN Swaps
  257. 09 Aug 2016, Spreads and Butterflies – what is trading?
  258. 02 Aug 2016, SDR Data via Microservices
  259. 25 Jul 2016, Liquidity Conditions in USD Swaps
  260. 19 Jul 2016, Mechanics and Definitions of Bond Futures
  261. 13 Jul 2016, Will the Bank of England cut rates?
  262. 06 Jul 2016, Mechanics and Definitions of Short Term Interest Rate Futures
  263. 01 Jul 2016, BREXIT – What is Trading?
  264. 20 Jun 2016, Brexit: FX Option and FRA Analysis
  265. 14 Jun 2016, The CFTC’s New Clearing Mandate 2016
  266. 07 Jun 2016, Fed meetings and OIS Volumes
  267. 31 May 2016, Fewer customer trades & more compression. How does a trader make money in a market like this?
  268. 17 May 2016, FVA for Cleared Swaps
  269. 10 May 2016, What’s the average trade size in swap markets?
  270. 04 May 2016, What is Multilateral Netting – FX NDF Clearing
  271. 27 Apr 2016, What’s going on – FX NDF Trading 2016
  272. 20 Apr 2016, CME Invoice Spread Volumes – updated
  273. 13 Apr 2016, CME Compression and CCP Basis
  274. 05 Apr 2016, How to identify the CCP of trades from the SDR data
  275. 30 Mar 2016, Identifying CCP Basis Trades in the SDR
  276. 21 Mar 2016, Swaps Price Data – Painting the full Liquidity Picture
  277. 15 Mar 2016, Liquidity on the Bloomberg SEF
  278. 09 Mar 2016, BREXIT: What do the FX Option volumes tell us?
  279. 01 Mar 2016, Liquidity Variables in the Swaps Market
  280. 23 Feb 2016, Volatility and Trading Volumes in Swap Markets
  281. 17 Feb 2016, Invoice Spread Trading in the New CME Ultra-10 Year Treasury Futures Contract
  282. 09 Feb 2016, CDS – Record Volumes, Expiring Swaptions and Bloomberg
  283. 03 Feb 2016, SDR Prices, Python and plotly
  284. 25 Jan 2016, The Bank of England finds this interesting. So should you!
  285. 20 Jan 2016, Fed Pulse – A New OIS Index
  286. 15 Jan 2016, スワップのコンプレッション
  287. 05 Jan 2016, Fed Surprises in the USD OIS Data
  288. 21 Dec 2015, Fed Surprise Indicators
  289. 16 Dec 2015, Compression in Swaps
  290. 08 Dec 2015, Is that a fair price? Measuring Swap Execution
  291. 01 Dec 2015, SEF Trading on US Holidays
  292. 24 Nov 2015, A sideways look at Swap Spreads
  293. 17 Nov 2015, Is Balance Sheet contraction driving Swap Spreads negative?
  294. 11 Nov 2015, Negative Swap Spreads – Prices and Volume
  295. 09 Nov 2015, October 2015 Swaps Review – Wins for LCH, Trads & Tulletts
  296. 02 Nov 2015, Stop Losses Evident in CDX Price Action
  297. 26 Oct 2015, US Treasuries and Spreadovers – Market Comparisons
  298. 20 Oct 2015, Why trade level reporting is the only reporting that makes sense
  299. 12 Oct 2015, Performance of Block Trades on RFQ Platforms
  300. 07 Oct 2015, Identifying Customer Block Trades in the SDR Data
  301. 28 Sep 2015, AUD Cross Currency Swaps
  302. 23 Sep 2015, What’s the story behind Tradeweb block trading?
  303. 14 Sep 2015, AUD swap market: Concentration risks from the Clearing Mandate
  304. 08 Sep 2015, Is an All-to-All SEF Market about to arrive?
  305. 01 Sep 2015, August 2015 Review – What Summer lull?
  306. 28 Jul 2015, ECB QE and Eonia Swaps
  307. 21 Jul 2015, Is this the scariest chart in 2015 for Swap markets?
  308. 14 Jul 2015, Patterns in the Swaps data
  309. 08 Jul 2015, June 2015 Review – Clients start trading CME-LCH Basis
  310. 01 Jul 2015, CME-LCH Basis: Convexity in Eurodollar Futures
  311. 24 Jun 2015, Liquidity
  312. 17 Jun 2015, Technical Analysis in Swaps
  313. 09 Jun 2015, Volatility and Volumes in Europe
  314. 02 Jun 2015, May 2015 Review – CCP Basis and Increased Client Flows
  315. 26 May 2015, CME-LCH Basis – What does the Term Structure tell us?
  316. 18 May 2015, Mechanics of Asset Swaps and Government Bond Swap Spreads
  317. 11 May 2015, Mechanics and Definitions of Spreadovers (Swap Spreads)
  318. 05 May 2015, BIS and Clarus Data: The $200 trillion reconciliation
  319. 27 Apr 2015, Data Visualisation for Swaps – a Tufte Approach
  320. 21 Apr 2015, What percentage of the market is in the US SDR data?
  321. 15 Apr 2015, March 2015 Review – Bloomberg out in front
  322. 31 Mar 2015, The IMM Roll for Swaps – What is it and what are the volumes?
  323. 23 Mar 2015, Spreadovers: US Treasury Spreads in the Swaps Data
  324. 17 Mar 2015, Cross Currency Swaps: SEFs enjoy QE-fueled volume boost
  325. 10 Mar 2015, Come on, feel the noise!
  326. 03 Mar 2015, February 2015 Review – ICAP vs Bloomberg
  327. 23 Feb 2015, Swap Curve and Fly Trading: What goes in, must come out
  328. 16 Feb 2015, Swap Curve and Fly Trades: A quarter of all trades are not what they first seem
  329. 11 Feb 2015, ECB QE and EMIR Reporting. More transparency please!
  330. 03 Feb 2015, HFT in the Swaps market – it’s a good thing!
  331. 27 Jan 2015, Liquidity in USD Swaps
  332. 20 Jan 2015, FX Options and the Swiss National Bank
  333. 14 Jan 2015, Initial Margin and Swap Pricing
  334. 05 Jan 2015, December Volumes in Interest Rate Swaps
  335. 23 Dec 2014, Margin Games 2014
  336. 16 Dec 2014, Swaps Compression Continued
  337. 08 Dec 2014, Compression in USD Swaps
  338. 02 Dec 2014, USD Swaps Liquidity
  339. 25 Nov 2014, Cross Currency Swap Trends
  340. 18 Nov 2014, AUD Swap Market
  341. 04 Nov 2014, Butterflies and Spreads SEF Market Share
  342. 28 Oct 2014, NDFs and Clearing
  343. 22 Oct 2014, Market Share in the Swaps Market
  344. 16 Oct 2014, Swaps and the Flash Crash 15th October 2014
  345. 14 Oct 2014, Mechanics and Definitions of Spread and Butterfly Swap Packages
  346. 07 Oct 2014, USD Swaps: Spreads and Butterflies Part III
  347. 30 Sep 2014, USD Swaps: Spreads and Butterflies Part II
  348. 24 Sep 2014, USD Swaps: Spreads and Butterflies Part I
  349. 15 Sep 2014, USD IR Swaps Summary Statistics
  350. 09 Sep 2014, ECB Sep 2014 Meeting: EUR IRS Markets React
  351. 02 Sep 2014, ECB September Meeting – Activity versus Price Indicators
  352. 26 Aug 2014, Super Mario’s EONIA Effect
  353. 19 Aug 2014, Hawkeye and Super Slo-Mo for USD Swaps
  354. 11 Aug 2014, Sterling Work: Looking into GBP Swaps
  355. 06 Aug 2014, The Professionals: USD Swaps on Bloomberg SEF
  356. 30 Jul 2014, SONIA’S Mansion House: OIS Swaps on the Up and Up
  357. 22 Jul 2014, Portugal – Banks quibble over Ronaldo’s haircut
  358. 16 Jul 2014, The Land of Make Believe: Euribor and Eonia
  359. 09 Jul 2014, FRA Wars, Episode IV: A New Hope
  360. 01 Jul 2014, The Principals of Swap Trading
  361. 24 Jun 2014, A Voyeur’s Delight: Bond Issuance and Swaps
  362. 18 Jun 2014, ECB June Meeting – Were EUR Swaps Traders at Lunch?