Tod Skarecky


Tod Skarecky

Tod has twenty years experience in OTC Derivatives technology. His previous roles at Calypso Technology (2006-2013) included Business Development and Solution Architect for their OTC Derivatives solutions, where he was instrumental in the design and growth of clearing solutions for CCPs and FCMs.

Prior to Calypso he ran operations in London and Australia for FNX Ltd (1994-2006). Tod holds a Business degree from Emory University.


Posts by Tod:

  1. 15 Feb 2017, Latam Swaps Data & Analytics
  2. 08 Feb 2017, Final 2016 FCM Rankings
  3. 19 Jan 2017, What I Learned At SEFCON VII
  4. 06 Jan 2017, Top 10 CFTC Fines of 2016
  5. 14 Dec 2016, Why FCMs Don’t Like Intraday Margin Calls
  6. 30 Nov 2016, How Trump Has Increased Your Margin Requirements
  7. 16 Nov 2016, FCM Rankings – Q3 2016
  8. 02 Nov 2016, Two Month Update:  Uncleared Margin Rules & Swap Data
  9. 24 Oct 2016, ブローカー間におけるスワップ証拠金の最適化
  10. 19 Oct 2016, Optimizing Swaps Margin Across Brokers
  11. 05 Oct 2016, New EUR & GBP Interest Rate Futures
  12. 28 Sep 2016, Direct Clearing For Dummies
  13. 21 Sep 2016, NDF Clearing Is Taking Off
  14. 14 Sep 2016, Margin Rules are Pushing Swaps to Clearing
  15. 07 Sep 2016, Have Uncleared Margin Rules Impacted Swap Activity?
  16. 31 Aug 2016, Defering Bilateral Margin Rules with Low Hanging Fruit
  17. 23 Aug 2016, 30% of The Euro Swap Market Is Standardized ?
  18. 17 Aug 2016, FCM Rankings – Q2 2016
  19. 10 Aug 2016, Swap Clearing Activity in Asia
  20. 03 Aug 2016, Exploring Commodity Data on the SDRs
  21. 29 Jun 2016, How FCM’s survived Brexit
  22. 22 Jun 2016, Risk Participation Agreements: What Are They?
  23. 15 Jun 2016, Swap Futures: 2016 Progress
  24. 08 Jun 2016, Mandatory Execution and Clearing Hits Mexico
  25. 01 Jun 2016, SBSDR Part 3: Our SEC Comments
  26. 18 May 2016, FCM Rankings – Q1 2016
  27. 11 May 2016, SBSDR Part 2: What will SBSDR Cost?
  28. 26 Apr 2016, Found: The First Cleared Swaption
  29. 20 Apr 2016, Equity TRS data on the SDR
  30. 13 Apr 2016, Missing In Action: The First Cleared Swaption
  31. 05 Apr 2016, Variance Swaps and Other Equity Derivatives on SDR
  32. 30 Mar 2016, オフSEFについて
  33. 16 Mar 2016, What is Left Off-SEF ?
  34. 09 Mar 2016, SBSDR: The SEC Version of SDR
  35. 02 Mar 2016, CFTC Attempt to Improve SDR Data
  36. 24 Feb 2016, Why Is There No Mainstream Swap Index?
  37. 16 Feb 2016, FX Options Data on the SDR
  38. 10 Feb 2016, Rebuilding A Swaps Desk
  39. 27 Jan 2016, Great News:  More SEF’s !?
  40. 07 Jan 2016, A Year of CFTC Fines
  41. 23 Nov 2015, Swap Spreads For Dummies – The LIBOR Joke
  42. 10 Nov 2015, What I Learned at FIA Expo
  43. 04 Nov 2015, ¡Dios mío!: Half of the MXN Market Is Now Cleared
  44. 28 Oct 2015, What I Learned at SEFCON VI
  45. 21 Oct 2015, Update on The Health of FCMs
  46. 23 Sep 2015, Swap Market Behavior on Fed-Day
  47. 09 Sep 2015, SEFs in Japan: ETP Data
  48. 04 Sep 2015, Webinar on MAC Swaps & Swap Futures
  49. 26 Aug 2015, Swap Default Funds at the CME & LCH
  50. 19 Aug 2015, BRL Interest Rate Swaps
  51. 12 Aug 2015, A Macro Look At OTC Clearing Data
  52. 05 Aug 2015, What is the deal with Agency Execution of Swaps
  53. 20 Jul 2015, How to Fix the Broken MAT Process
  54. 15 Jul 2015, Why Are Bond Issuers Not Taking Advantage of Price Differentials?
  55. 22 Jun 2015, Pricing and Arbitraging the CME/LCH Basis
  56. 12 Jun 2015, A New Flavor of Invoice Spreads?
  57. 03 Jun 2015, The Issue with Anonymous Order Books in Swaps
  58. 19 May 2015, CFTC Swap Success (In Pictures)
  59. 29 Apr 2015, Comparing OTC and Futures Data
  60. 14 Apr 2015, CDS Clearing Data
  61. 08 Apr 2015, CFTC Residual Interest (and other FCM data)
  62. 17 Mar 2015, MAC Swaps – Any Progress?
  63. 18 Feb 2015, Clearing Efficiency: A New Metric?
  64. 14 Feb 2015, SEF Package Relief Runs Out Again
  65. 10 Feb 2015, Clearing Certainty (ESMA’s Version)
  66. 30 Jan 2015, MAC Trading “McUpdate”
  67. 16 Dec 2014, Transparency in Clearing Data
  68. 04 Dec 2014, JAVELIN’S 2-DAY VAR LETTER: WHAT DOES IT MEAN?
  69. 20 Nov 2014, CFTC Block and Cap Sizes
  70. 18 Nov 2014, What I learned at SEFCON 5
  71. 11 Nov 2014, The Truth in Clearing House Data
  72. 29 Oct 2014, The Rise of MAC ?
  73. 08 Oct 2014, SEF: A Year In Review
  74. 01 Oct 2014, Bunched Orders And Other Services On SEFs
  75. 17 Sep 2014, What’s the Deal with Invoice Spreads and How Active Are They?
  76. 03 Sep 2014, Is It Time to MAT the Entire Curve? (part 2)
  77. 27 Aug 2014, Is It Time To MAT The Entire Curve? (Part 1)
  78. 21 Aug 2014, SEF: Month 10 (Another look at Futures?)
  79. 29 Jul 2014, Forward Start and Backward Start Swaps?
  80. 22 Jul 2014, SEF: Week 42: Client SEFs Keep Their Foot On The Pedal
  81. 07 Jul 2014, SEF Double-counting?
  82. 25 Jun 2014, SEF: Week 38 (Examining Spread Over Treasuries)
  83. 17 Jun 2014, SEF: Week 37 (A Shakeup At The Top)
  84. 11 Jun 2014, SEF: Week 36
  85. 05 Jun 2014, Inside Baseball:  Lexicon Updates for OTC Derivatives
  86. 28 May 2014, SEF: Week 34 (A new perspective on the usual numbers)
  87. 20 May 2014, SEF: Week 33 (Has the Swap market moved to Futures?)
  88. 13 May 2014, SEF: Week 32 (Final Week Before Packages)
  89. 30 Apr 2014, SEF: Week 30
  90. 22 Apr 2014, SEF: Data Through Good Friday
  91. 26 Mar 2014, SEF: Week 25
  92. 11 Mar 2014, SEF: Week 23
  93. 04 Mar 2014, SEF: Week 22 (Welcome CDS)
  94. 25 Feb 2014, SEF: Week 21, First Week Data
  95. 17 Feb 2014, SEF: Final Week of Data Pre-MAT
  96. 11 Feb 2014, SEF: Week 19
  97. 04 Feb 2014, SEF: Week 18
  98. 28 Jan 2014, SEF: Week 17
  99. 21 Jan 2014, SEF: Week 16
  100. 14 Jan 2014, SEF: Week 15
  101. 07 Jan 2014, SEF: Week 14
  102. 31 Dec 2013, SEF: Week 13
  103. 24 Dec 2013, SEF: Week 12
  104. 17 Dec 2013, SEF: Week 11
  105. 10 Dec 2013, SEF: Week 10
  106. 03 Dec 2013, SEF: Week 9
  107. 26 Nov 2013, SEF: Week 8 In Numbers
  108. 19 Nov 2013, Week 7 SEF Statistics
  109. 12 Nov 2013, Analysis of SEF Activity for Week 6
  110. 08 Nov 2013, FIA Chicago Expo: Day 2
  111. 07 Nov 2013, FIA Chicago Expo: Day 1
  112. 06 Nov 2013, FIA Chicago Expo: Day 0
  113. 05 Nov 2013, Analysis of SEF Activity for Week 5
  114. 29 Oct 2013, SEF Volumes for Week 4
  115. 22 Oct 2013, SEF Volumes and Best Practices for Week 3
  116. 14 Oct 2013, What the SEF Volumes Show: Week 2
  117. 07 Oct 2013, What the SEF Volumes Show
  118. 30 Sep 2013, SEF’s: A Brief History (One day to go)
  119. 20 Sep 2013, SEFs: Three More Join
  120. 10 Sep 2013, SEF’s: Who’s joined the Party?
  121. 28 Aug 2013, SEF’s COME OF AGE