SEFs in Japan: ETP Data
Japan has joined the SEF party with their own flavor of trading venues known as Electronic Trading Platforms (ETP’s). ETP’s launched last week on Tuesday, September 1st. Amir had written about them back in April. Some rules have since been tweaked, and of course we now have some data. Lets have a look at everything. […]
Derivatives Trade Reporting in Australia
Following on from my prior article looking at Canadian Derivatives Reporting to SDRs, I thought I would look next at Australia. The Australian Securities & Investments Commission (ASIC) Derivatives Transaction Reporting requirements began as follows: Phase 1 firms (Swap Dealers) in October 2013 Phase 2 firms in April 2014 and October 2014 Phase 3 firms in April […]
FX NDF Trading On SEFs: April 2015 Update
It is more than a year since I last looked at FX NDF Trading On SEFs (Jan 2014) and as that was one of our Top 10 Blogs of 2014, it is long overdue for me to see What the Data Shows. April 2015 Lets start with SDRView and the latest volumes in the four largest currency […]
SEFs in Japan
The G20 commitment of 2009 that “all standard OTC Derivative contracts should be traded on exchanges or electronic platforms” has so far only been implemented in the United States where Swap Execution Facilities (SEFs) have been live since October 2013. In this article I will look at the situation in Japan. Background First lets start with […]
CDS Clearing Data
A few times last week I heard concerns about whether clearing of Single Name CDS will ever take off. It inspired me to examine the data we have on hand for credit derivatives, both index and Single Name, to see what I can make of it. While we’ve written lots of articles on OTC swaps, […]
AUD Swap Market
Having blogged for a good few months now, it becomes second nature to look for different lines of analysis within the major markets that we haven’t yet covered. As a result, we find new ways of developing the existing products and adding to the layers of data. However, always searching for that something new can lead us […]
OTC Derivatives Reporting in Japan
Earlier this year I looked into European derivatives trade reporting (see EMIR Trade Reporting) and as not much of note has improved in the public dissemination of aggregate data in Europe, I thought I would look at Asia, starting with the largest market; Japan. While the Japanese FSA (JFSA) requires mandatory derivatives reporting to an […]
FX NDFs on SEFs: A more detailed look
As we recently released FX NDFs in SDRView Professional, I decided to take a more detailed look into these than my earlier blog titled FX NDF Trading on SEFs. Whats New? Lets start with the fact that we can now see volumes and prices for each forward tenor, in this case USD/KRW on 10 Feb […]
JSCC and Clearing of Yen Interest Rate Swaps
For a while now I have wanted to look into what is happening outside the US in terms of clearing of interest rate swaps. The news late last year that Japan Securities Clearing Corporation (JSCC), was awarded Clearing House of the Year by Asia Risk magazine, reminded me of this intention, so I decided to […]