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. 10 May 2022, RFR Adoption increases again but markets see lower volumes
  2. 04 May 2022, Most Actives in CDS Trading
  3. 27 Apr 2022, A First Look at Total Return Swaps
  4. 19 Apr 2022, Have You Seen This 60% Decrease In RUB Derivatives?
  5. 13 Apr 2022, Latest Data Shows SOFR Trading Soaring
  6. 05 Apr 2022, Swaption Volumes by Strike Q1 2022
  7. 30 Mar 2022, The First Cross Cryptocurrency Swap?
  8. 23 Mar 2022, STIR Trading Volumes – Will They Recover?
  9. 15 Mar 2022, SOFR Adoption Hits New Highs
  10. 09 Mar 2022, Russia CDS Trades are now showing in SBSDR Data
  11. 02 Mar 2022, RUB Derivatives Are Still Trading
  12. 22 Feb 2022, Mechanics and Definitions of SA-CCR (Part 2)
  13. 15 Feb 2022, What did January teach us about RFR trading?
  14. 09 Feb 2022, Big Volumes In Credit And Inflation Plus European Equivalence
  15. 02 Feb 2022, What is now Trading in RFR Cross Currency Swaps?
  16. 26 Jan 2022, Mechanics and Definitions of SA-CCR (Part 1)
  17. 19 Jan 2022, What Now for SOFR?
  18. 12 Jan 2022, Deciphering the end of LIBOR in the data
  19. 21 Dec 2021, The Latest RFR First Initiative in Cross Currency Swaps
  20. 15 Dec 2021, The $7 Trillion Increase in New RFR Positions
  21. 08 Dec 2021, How Much of the Derivatives Market is Now Cleared? (2021 Edition)
  22. 30 Nov 2021, What is a Consolidated Tape?
  23. 24 Nov 2021, Consolidated Tape: Don’t let perfection be the enemy of good for derivatives
  24. 10 Nov 2021, SOFR First in Swaptions
  25. 03 Nov 2021, Did The Latest USD Move Really Result In Blood On The Street?
  26. 19 Oct 2021, SOFR Now 78% of Interdealer Market
  27. 12 Oct 2021, There Are Now Over 1,000 Clarus Blog Posts!
  28. 06 Oct 2021, Mechanics and Definitions of RFR Cross Currency Swaps
  29. 29 Sep 2021, SACCR Multipliers, Initial Margin and KCCP
  30. 21 Sep 2021, LIVE BLOG: RFR First in Cross Currency Swaps
  31. 15 Sep 2021, RFR trading is now at 50% in CHF and JPY!
  32. 08 Sep 2021, Latest EUR Swaps market share for CCPs and SEFs
  33. 01 Sep 2021, August 2021 – What Happened?
  34. 26 Jul 2021, SOFR First – LIVE Blog
  35. 21 Jul 2021, Clearing Mandates and new Trading Obligations – regulatory change is happening.
  36. 14 Jul 2021, Is RFR Trading Now Ready for Lift-Off?
  37. 07 Jul 2021, What Is The Outlook for Trading Volumes From Here?
  38. 29 Jun 2021, Using the Clarus API to monitor the latest Brexit impacts
  39. 23 Jun 2021, G3 Inflation Swap Volumes are on the up
  40. 14 Jun 2021, 10.7% of New Risk Traded versus an RFR
  41. 07 Jun 2021, JPY TIBOR And RFRs: Is There A New Path?
  42. 01 Jun 2021, CE3 Currencies and Derivatives Clearing
  43. 19 May 2021, New: What caused volumes to decrease in April?
  44. 11 May 2021, JSCC and CME RFR Adoption Indicators
  45. 05 May 2021, Swaption Volumes by Strike Q1 2021
  46. 27 Apr 2021, You Need To See This SEF Liquidity In RFRs Now
  47. 21 Apr 2021, Latest: More EUR Are Trading on-SEF than ever before
  48. 14 Apr 2021, What happened to reduce RFR trading?
  49. 06 Apr 2021, LIBOR LIVE – Is GBP LIBOR now dead in derivatives?
  50. 31 Mar 2021, ESG Basics and Fundamentals in Fixed Income
  51. 24 Mar 2021, The New Status Quo For Derivatives Markets After Brexit
  52. 17 Mar 2021, What’s New in USD Rates?
  53. 10 Mar 2021, SONIA is now the Benchmark Rate in GBP Markets
  54. 03 Mar 2021, Here is what is happening to derivatives market liquidity right now
  55. 24 Feb 2021, What is happening now with negative rates in the UK?
  56. 15 Feb 2021, Did You Know That The New Amount of SOFR Risk Hasn’t Changed for 3 Months?
  57. 09 Feb 2021, US SEFs now have 20-40% of European Derivatives
  58. 03 Feb 2021, Have You Seen This New Idea for Execution Analysis?
  59. 26 Jan 2021, New Brexit Rules Move $4Trn Of Derivatives To The US
  60. 20 Jan 2021, 3 New Fed Fund Charts You Need to See
  61. 12 Jan 2021, Cessation of LIBOR: Why is so much new risk still being transacted?
  62. 06 Jan 2021, Cross Currency Swap Review 2020
  63. 21 Dec 2020, Toxic FRAs, Fallbacks and Single Period Swaps
  64. 14 Dec 2020, RFR Trading November 2020
  65. 09 Dec 2020, GSIBs in 2020
  66. 02 Dec 2020, Will anyone trade LIBOR after 2021?
  67. 01 Dec 2020, Margin Calls Q2 2020
  68. 24 Nov 2020, Anonymous Trading on SEFs
  69. 11 Nov 2020, ISDA-Clarus RFR Indicator: SOFR, So Good
  70. 26 Oct 2020, SONIA Day 2 – LIVE Blog
  71. 16 Oct 2020, SOFR Live Blog
  72. 14 Oct 2020, LCH SOFR Auction Versus The Market
  73. 06 Oct 2020, CME Volumes
  74. 30 Sep 2020, New Block Trading Rules for Derivatives
  75. 23 Sep 2020, Spreadovers vs SOFR
  76. 16 Sep 2020, SOFR Swap Nuances
  77. 10 Sep 2020, RFR Data: Where is the €STR risk?
  78. 07 Sep 2020, SGD Rates: SORA and the Fallback Rate (SOR)
  79. 01 Sep 2020, 40% of the GBP Market Trades Versus SONIA
  80. 26 Aug 2020, US Treasury Quarterly Refunding: Traded Volume Data
  81. 18 Aug 2020, YouTube: Markets and COVID-19
  82. 11 Aug 2020, RFR Data: SOFR Sees Record Risk Traded
  83. 04 Aug 2020, ISDA-Clarus RFR Adoption Indicator Analysis – June 2020
  84. 29 Jul 2020, ISDA-Clarus RFR Adoption Indicator
  85. 27 Jul 2020, €STR Discounting Switch
  86. 22 Jul 2020, Clarus at the CFTC
  87. 15 Jul 2020, Margin Calls During COVID-19
  88. 07 Jul 2020, SONIA Q2 2020 Update
  89. 01 Jul 2020, LIBOR Discontinuation has been Preannounced
  90. 24 Jun 2020, What Is the Total Size of Rates Markets?
  91. 17 Jun 2020, US Treasury Market Volumes During COVID
  92. 10 Jun 2020, What You Need to Know About CNY Swaps
  93. 02 Jun 2020, $300bn FX Swap Rollover
  94. 27 May 2020, Will GBP Interest Rates go negative in the UK?
  95. 19 May 2020, Are USD Rates About to Go Negative?
  96. 12 May 2020, CFTC Block Trading Consultation May 2020
  97. 06 May 2020, How Much Margin? 2019 Edition
  98. 28 Apr 2020, US Treasury Volumes and Market Size
  99. 21 Apr 2020, The GSIB Framework and Window Dressing
  100. 14 Apr 2020, Central Bank Responses to COVID-19: FX Swap Arrangements
  101. 07 Apr 2020, Swap Markets see Record Trading Volumes in response to COVID-19 Market Turmoil
  102. 01 Apr 2020, MIFID II Transparency – Can we get it right this time?
  103. 25 Mar 2020, USD Swap Markets during COVID-19 Pandemic
  104. 20 Mar 2020, Mechanics of Central Bank FX Swap Lines
  105. 18 Mar 2020, Cross Currency Swaps Trading During a Crisis
  106. 17 Mar 2020, Want to know all about Global Systemic Banks? Introducing GSIBView
  107. 11 Mar 2020, Is Transparency Helping Markets Function?
  108. 11 Mar 2020, SONIA Update
  109. 02 Mar 2020, SONIA Day – LIVE Blog
  110. 25 Feb 2020, Block Trades in HKD Derivative Markets
  111. 19 Feb 2020, Trading RFRs
  112. 10 Feb 2020, Block Trading
  113. 04 Feb 2020, Risk Free Rates Trading January 2020
  114. 28 Jan 2020, Will GBP LIBOR stop trading on 2nd March 2020?
  115. 21 Jan 2020, £700bn SONIA Traded on a Single Day
  116. 14 Jan 2020, NOK Rates: What You Need to NOWA
  117. 08 Jan 2020, What You Need to Know about MXN Swaps
  118. 18 Dec 2019, MIFID II Data for Bonds
  119. 11 Dec 2019, Four Trends in Swaps Data 2019
  120. 04 Dec 2019, G-SIB Scores for US Banks
  121. 26 Nov 2019, G-SIB Mechanics and Definitions
  122. 19 Nov 2019, Mechanics and Definitions of ISDA IBOR fallbacks
  123. 12 Nov 2019, SONIA Term Rates – which is best?
  124. 06 Nov 2019, What we need to do to fix MIFID II Data
  125. 22 Oct 2019, What does SOFR volatility mean for LIBOR Fallbacks?
  126. 15 Oct 2019, CAD Rates Markets and CORRA Reform
  127. 09 Oct 2019, NDF Clearing September 2019
  128. 02 Oct 2019, ISDA September 2019 Consultation on Final Parameters
  129. 25 Sep 2019, BIS Triennial Survey 2019
  130. 19 Sep 2019, SOFR Fixed at 5.25%. What happened to the volumes?
  131. 18 Sep 2019, SACCR vs CEM for FX Products
  132. 11 Sep 2019, Four Things to Understand about USD SOFR
  133. 04 Sep 2019, 5 Things That Are Making MIFID II Data Useless
  134. 04 Sep 2019, ESMA: Let’s Get Transparency Right
  135. 28 Aug 2019, SACCR vs CEM Comparisons
  136. 21 Aug 2019, USD Fed Funds and the FHLBs
  137. 30 Jul 2019, CCP Basis – The Cost of Clearing Fragmentation
  138. 09 Jul 2019, USD SOFR Volumes June 2019
  139. 02 Jul 2019, SEK STIBOR Reform
  140. 17 Jun 2019, Mechanics and Definitions of Singapore Benchmark Rates (SGD SOR and SGD SIBOR)
  141. 12 Jun 2019, LIBOR Fallbacks and Uncleared Margin Rules
  142. 04 Jun 2019, LIBOR Fallbacks Again
  143. 28 May 2019, NDF Clearing 2019
  144. 22 May 2019, Current Clearing Rates
  145. 07 May 2019, USD SOFR Volumes April 2019
  146. 30 Apr 2019, Indices are the best way to calculate compound interest
  147. 24 Apr 2019, Ameribor: The $1.5bn Index That You Need to Know About
  148. 17 Apr 2019, MIFID II Transparency Update
  149. 10 Apr 2019, NOK Rates – NIBOR and NOWA
  150. 02 Apr 2019, USD Swap Spreads Review Q1 2019
  151. 26 Mar 2019, €STR – What You Need to Know
  152. 20 Mar 2019, LIBOR Fallbacks – What will the GBP spread be?
  153. 13 Mar 2019, KCCP – Clearing is Getting Cheaper
  154. 04 Mar 2019, Is the Leverage Ratio impacting Swaps Trading?
  155. 27 Feb 2019, Compression Auctions for RFRs
  156. 20 Feb 2019, USD Swaps Market vs Futures Market Size
  157. 12 Feb 2019, What Traded On-SEF in 2018?
  158. 06 Feb 2019, What Traded Off-SEF in 2018?
  159. 24 Jan 2019, JPY Swaps – A Market Overview
  160. 16 Jan 2019, Mechanics and Definitions of Carry in Swap Markets
  161. 09 Jan 2019, ESTER Term Rates
  162. 19 Dec 2018, RFRs – CHF SARON Activity
  163. 12 Dec 2018, What is Left Uncleared in 2018?
  164. 04 Dec 2018, LIBOR Basis Swaps
  165. 27 Nov 2018, RFRs – ISDA announce LIBOR fallback methodology
  166. 20 Nov 2018, RFRs – OIS trades are getting longer!
  167. 07 Nov 2018, SA-CCR for US Banks
  168. 31 Oct 2018, SOFR Swaps – Block Trades and Fannie Mae Issuance
  169. 23 Oct 2018, CLARUS01 Risk Free Rates
  170. 17 Oct 2018, Scandie Swaps
  171. 02 Oct 2018, Cross Currency Basis and Turn of the Year
  172. 18 Sep 2018, ESTER – What You Need To Know
  173. 04 Sep 2018, Mechanics of FRA Risks
  174. 29 Aug 2018, SONIA Term Rates
  175. 22 Aug 2018, LIBOR OIS August 2018 Update
  176. 14 Aug 2018, USD Spreadovers and SEF Market Share
  177. 01 Aug 2018, How much of the swaps market is traded as an OIS?
  178. 25 Jul 2018, LIBOR Fallbacks
  179. 17 Jul 2018, SOFR Swaps Are Trading!
  180. 09 Jul 2018, How Much Data Do We Have?
  181. 05 Jul 2018, FRTB – Basic Approach for CVA
  182. 26 Jun 2018, Benchmark Reform – An EONIA replacement is coming very soon!
  183. 19 Jun 2018, FRTB in Excel
  184. 13 Jun 2018, Settle To Market – What You Need To Know about STM
  185. 05 Jun 2018, FICC Markets Standards
  186. 29 May 2018, MIFID II Data – It’s Finally Good News!
  187. 29 May 2018, Current Exposure Methodology – What You Need To Know
  188. 22 May 2018, NDF Volume Data
  189. 16 May 2018, SOFR – What you need to know
  190. 09 May 2018, Swaps Regulations Are Changing – Part Two, Capital and CCPs
  191. 02 May 2018, Swaps Regulations Are Changing – Part One, SEFs
  192. 25 Apr 2018, OIS Volumes – What is the Trend?
  193. 18 Apr 2018, USD Libor is changing!
  194. 09 Apr 2018, Cross Currency Swaps and Libor-OIS
  195. 04 Apr 2018, LIBOR OIS – March 2018 Update
  196. 27 Mar 2018, MIFID II Data – APA Market Share
  197. 21 Mar 2018, SONIA Market March 2018
  198. 20 Mar 2018, Libor OIS – What is Going On?
  199. 14 Mar 2018, NDF Clearing February 2018
  200. 06 Mar 2018, MIFID II Data – Bond Trading
  201. 27 Feb 2018, All time record volumes in Cross Currency Swaps
  202. 14 Feb 2018, Clarus Daily Briefing
  203. 06 Feb 2018, Tradeweb and Bloomberg MTF Market Share
  204. 31 Jan 2018, Tradeweb APA Data and the Trading Obligation
  205. 24 Jan 2018, Tradeweb MIFID Data – Interest Rate Swaps
  206. 17 Jan 2018, MIFID II Data – Bonds on Bloomberg
  207. 15 Jan 2018, MIFID II Data – $4trn in Compression
  208. 10 Jan 2018, Bloomberg MTF Data – Week One
  209. 04 Jan 2018, MIFID II Data Day Two
  210. 03 Jan 2018, MIFID II Live Blog – The Data
  211. 19 Dec 2017, FSB Survey on Derivatives
  212. 12 Dec 2017, G10 FX NDF Clearing
  213. 05 Dec 2017, LIBOR Reform – Latest Developments
  214. 28 Nov 2017, What is going on in Uncleared Derivative Markets?
  215. 21 Nov 2017, We found the CHF SARON Swaps!
  216. 15 Nov 2017, FX Clearing – the $750bn market that keeps growing
  217. 08 Nov 2017, CHF SARON – What is Going On?
  218. 08 Nov 2017, Bank Ring Fencing – What You Need to Know
  219. 31 Oct 2017, Initial Margin, Compression Volumes and why the time to Optimise is now
  220. 30 Oct 2017, Cross Currency Swap Volumes
  221. 10 Oct 2017, MIFID II – ESMA Finalises the Trading Obligation
  222. 03 Oct 2017, AUD Swap Markets in August 2017
  223. 26 Sep 2017, Libor Reform – What You Need to Know
  224. 20 Sep 2017, Introducing Our Daily Briefing, Direct to your inbox
  225. 12 Sep 2017, ISDA SIMM 2.0 – What You Need to Know
  226. 05 Sep 2017, VM Big Bang – Impact on FX Markets
  227. 30 Aug 2017, MIFID II Transparency will leave us in the dark
  228. 22 Aug 2017, Curve Trading in USD Swaps
  229. 16 Aug 2017, MAC Swap Trading
  230. 16 Aug 2017, Our Response to the ESMA Trading Obligation Consultation
  231. 09 Aug 2017, Array Formulas in Excel
  232. 01 Aug 2017, CCP Disclosures: How much does it cost to run a trading business?
  233. 25 Jul 2017, MIFID II: What Should Transparency Look Like?
  234. 18 Jul 2017, ISDA SIMM For Excel
  235. 12 Jul 2017, MIFID II Transitional Transparency
  236. 05 Jul 2017, GBP Swaps for Dummies
  237. 28 Jun 2017, MIFID II: ESMA Trading Obligation
  238. 20 Jun 2017, NDF Clearing Update
  239. 07 Jun 2017, Clearing Mandates 2017
  240. 31 May 2017, BREXIT: Moving Euro clearing conflicts with G20 Market Reforms
  241. 24 May 2017, CAD Swaps – What Does the Data Show?
  242. 16 May 2017, SONIA Reform – What is Going On?
  243. 09 May 2017, Euribor Reform – What Is Going On?
  244. 03 May 2017, How Big Is The Asset Swap Market?
  245. 18 Apr 2017, Mechanics of Cross Currency Swaps
  246. 05 Apr 2017, ISDA SIMM™ in Excel – Cross Currency Swaps
  247. 29 Mar 2017, The Unintended Consequences of Uncleared Margin Rules
  248. 22 Mar 2017, Fed Rate Hikes Are Reducing The Average Life Of USD Swaps
  249. 13 Mar 2017, SA-CCR – Explaining the Calculations
  250. 07 Mar 2017, NDF Trading After 1st March
  251. 01 Mar 2017, ISDA SIMM™ in Excel – Equity Options
  252. 22 Feb 2017, ISDA SIMM™ in Excel – Equity Derivatives
  253. 14 Feb 2017, FRTB Curvature Risk Charge
  254. 07 Feb 2017, FRTB Vega Risk Charge
  255. 31 Jan 2017, ISDA SIMM™: Concentration Thresholds
  256. 25 Jan 2017, The Average Maturity of Swaps Is Increasing
  257. 18 Jan 2017, VM Big Bang – Analysing CSA Amendments
  258. 11 Jan 2017, What percentage of client trades are cleared?
  259. 03 Jan 2017, Spreadovers
  260. 21 Dec 2016, NDF Volumes – It’s all about Clearing
  261. 14 Dec 2016, ISDA SIMM™ – Swaptions IM in Excel
  262. 06 Dec 2016, ISDA SIMM™ IM Comparisons
  263. 29 Nov 2016, What is the size of the Uncleared IRS Market?
  264. 22 Nov 2016, FRTB – Excel Calculator for the Standardised Approach
  265. 15 Nov 2016, Understanding BIS Derivatives Statistics
  266. 09 Nov 2016, What is a 0x3s FRA?
  267. 02 Nov 2016, BRL NDF Market – 30% of Dealer to Dealer flow is now cleared
  268. 26 Oct 2016, Calculating MVA under ISDA SIMM™
  269. 18 Oct 2016, BIS 2016 FX Data – how much of the NDF market is Cleared?
  270. 11 Oct 2016, BIS 2016 Data and Clearing Mandates
  271. 04 Oct 2016, NDF Clearing – what is trading?
  272. 03 Oct 2016, ISDA SIMM マルチ・カレンシー・ポートフォリオ
  273. 26 Sep 2016, ISDA SIMMをExcelで計算する
  274. 20 Sep 2016, ISDA SIMM™: Multi Currency Portfolios
  275. 07 Sep 2016, ISDA SIMM Excel Calculator
  276. 30 Aug 2016, Cross Currency Swaps – how much margin will they need?
  277. 24 Aug 2016, How much Initial Margin will Uncleared Derivatives require in the first month of trading?
  278. 16 Aug 2016, Compression and SPS in MXN Swaps
  279. 09 Aug 2016, Spreads and Butterflies – what is trading?
  280. 02 Aug 2016, SDR Data via Microservices
  281. 25 Jul 2016, Liquidity Conditions in USD Swaps
  282. 19 Jul 2016, Mechanics and Definitions of Bond Futures
  283. 13 Jul 2016, Will the Bank of England cut rates?
  284. 06 Jul 2016, Mechanics and Definitions of Short Term Interest Rate Futures
  285. 01 Jul 2016, BREXIT – What is Trading?
  286. 20 Jun 2016, Brexit: FX Option and FRA Analysis
  287. 14 Jun 2016, The CFTC’s New Clearing Mandate 2016
  288. 07 Jun 2016, Fed meetings and OIS Volumes
  289. 31 May 2016, Fewer customer trades & more compression. How does a trader make money in a market like this?
  290. 17 May 2016, FVA for Cleared Swaps
  291. 10 May 2016, What’s the average trade size in swap markets?
  292. 04 May 2016, What is Multilateral Netting – FX NDF Clearing
  293. 27 Apr 2016, What’s going on – FX NDF Trading 2016
  294. 20 Apr 2016, CME Invoice Spread Volumes – updated
  295. 13 Apr 2016, CME Compression and CCP Basis
  296. 05 Apr 2016, How to identify the CCP of trades from the SDR data
  297. 30 Mar 2016, Identifying CCP Basis Trades in the SDR
  298. 21 Mar 2016, Swaps Price Data – Painting the full Liquidity Picture
  299. 15 Mar 2016, Liquidity on the Bloomberg SEF
  300. 09 Mar 2016, BREXIT: What do the FX Option volumes tell us?
  301. 01 Mar 2016, Liquidity Variables in the Swaps Market
  302. 23 Feb 2016, Volatility and Trading Volumes in Swap Markets
  303. 17 Feb 2016, Invoice Spread Trading in the New CME Ultra-10 Year Treasury Futures Contract
  304. 09 Feb 2016, CDS – Record Volumes, Expiring Swaptions and Bloomberg
  305. 03 Feb 2016, SDR Prices, Python and plotly
  306. 25 Jan 2016, The Bank of England finds this interesting. So should you!
  307. 20 Jan 2016, Fed Pulse – A New OIS Index
  308. 15 Jan 2016, スワップのコンプレッション
  309. 05 Jan 2016, Fed Surprises in the USD OIS Data
  310. 21 Dec 2015, Fed Surprise Indicators
  311. 16 Dec 2015, Compression in Swaps
  312. 08 Dec 2015, Is that a fair price? Measuring Swap Execution
  313. 01 Dec 2015, SEF Trading on US Holidays
  314. 24 Nov 2015, A sideways look at Swap Spreads
  315. 17 Nov 2015, Is Balance Sheet contraction driving Swap Spreads negative?
  316. 11 Nov 2015, Negative Swap Spreads – Prices and Volume
  317. 09 Nov 2015, October 2015 Swaps Review – Wins for LCH, Trads & Tulletts
  318. 02 Nov 2015, Stop Losses Evident in CDX Price Action
  319. 26 Oct 2015, US Treasuries and Spreadovers – Market Comparisons
  320. 20 Oct 2015, Why trade level reporting is the only reporting that makes sense
  321. 12 Oct 2015, Performance of Block Trades on RFQ Platforms
  322. 07 Oct 2015, Identifying Customer Block Trades in the SDR Data
  323. 28 Sep 2015, AUD Cross Currency Swaps
  324. 23 Sep 2015, What’s the story behind Tradeweb block trading?
  325. 14 Sep 2015, AUD swap market: Concentration risks from the Clearing Mandate
  326. 08 Sep 2015, Is an All-to-All SEF Market about to arrive?
  327. 01 Sep 2015, August 2015 Review – What Summer lull?
  328. 28 Jul 2015, ECB QE and Eonia Swaps
  329. 21 Jul 2015, Is this the scariest chart in 2015 for Swap markets?
  330. 14 Jul 2015, Patterns in the Swaps data
  331. 08 Jul 2015, June 2015 Review – Clients start trading CME-LCH Basis
  332. 01 Jul 2015, CME-LCH Basis: Convexity in Eurodollar Futures
  333. 24 Jun 2015, Liquidity
  334. 17 Jun 2015, Technical Analysis in Swaps
  335. 09 Jun 2015, Volatility and Volumes in Europe
  336. 02 Jun 2015, May 2015 Review – CCP Basis and Increased Client Flows
  337. 26 May 2015, CME-LCH Basis – What does the Term Structure tell us?
  338. 18 May 2015, Mechanics of Asset Swaps and Government Bond Swap Spreads
  339. 11 May 2015, Mechanics and Definitions of Spreadovers (Swap Spreads)
  340. 05 May 2015, BIS and Clarus Data: The $200 trillion reconciliation
  341. 27 Apr 2015, Data Visualisation for Swaps – a Tufte Approach
  342. 21 Apr 2015, What percentage of the market is in the US SDR data?
  343. 15 Apr 2015, March 2015 Review – Bloomberg out in front
  344. 31 Mar 2015, The IMM Roll for Swaps – What is it and what are the volumes?
  345. 23 Mar 2015, Spreadovers: US Treasury Spreads in the Swaps Data
  346. 17 Mar 2015, Cross Currency Swaps: SEFs enjoy QE-fueled volume boost
  347. 10 Mar 2015, Come on, feel the noise!
  348. 03 Mar 2015, February 2015 Review – ICAP vs Bloomberg
  349. 23 Feb 2015, Swap Curve and Fly Trading: What goes in, must come out
  350. 16 Feb 2015, Swap Curve and Fly Trades: A quarter of all trades are not what they first seem
  351. 11 Feb 2015, ECB QE and EMIR Reporting. More transparency please!
  352. 03 Feb 2015, HFT in the Swaps market – it’s a good thing!
  353. 27 Jan 2015, Liquidity in USD Swaps
  354. 20 Jan 2015, FX Options and the Swiss National Bank
  355. 14 Jan 2015, Initial Margin and Swap Pricing
  356. 05 Jan 2015, December Volumes in Interest Rate Swaps
  357. 23 Dec 2014, Margin Games 2014
  358. 16 Dec 2014, Swaps Compression Continued
  359. 08 Dec 2014, Compression in USD Swaps
  360. 02 Dec 2014, USD Swaps Liquidity
  361. 25 Nov 2014, Cross Currency Swap Trends
  362. 18 Nov 2014, AUD Swap Market
  363. 04 Nov 2014, Butterflies and Spreads SEF Market Share
  364. 28 Oct 2014, NDFs and Clearing
  365. 22 Oct 2014, Market Share in the Swaps Market
  366. 16 Oct 2014, Swaps and the Flash Crash 15th October 2014
  367. 14 Oct 2014, Mechanics and Definitions of Spread and Butterfly Swap Packages
  368. 07 Oct 2014, USD Swaps: Spreads and Butterflies Part III
  369. 30 Sep 2014, USD Swaps: Spreads and Butterflies Part II
  370. 24 Sep 2014, USD Swaps: Spreads and Butterflies Part I
  371. 15 Sep 2014, USD IR Swaps Summary Statistics
  372. 09 Sep 2014, ECB Sep 2014 Meeting: EUR IRS Markets React
  373. 02 Sep 2014, ECB September Meeting – Activity versus Price Indicators
  374. 26 Aug 2014, Super Mario’s EONIA Effect
  375. 19 Aug 2014, Hawkeye and Super Slo-Mo for USD Swaps
  376. 11 Aug 2014, Sterling Work: Looking into GBP Swaps
  377. 06 Aug 2014, The Professionals: USD Swaps on Bloomberg SEF
  378. 30 Jul 2014, SONIA’S Mansion House: OIS Swaps on the Up and Up
  379. 22 Jul 2014, Portugal – Banks quibble over Ronaldo’s haircut
  380. 16 Jul 2014, The Land of Make Believe: Euribor and Eonia
  381. 09 Jul 2014, FRA Wars, Episode IV: A New Hope
  382. 01 Jul 2014, The Principals of Swap Trading
  383. 24 Jun 2014, A Voyeur’s Delight: Bond Issuance and Swaps
  384. 18 Jun 2014, ECB June Meeting – Were EUR Swaps Traders at Lunch?