2024 CCP Volumes and Share in IRD
2024 volumes and market share for OTC Derivatives in Interest Rates reported by Clearing Houses. Clarus CCPView has daily volume and open interest data published by each CCP, which is filtered, normalised and aggregated to allow meaningful comparisons. Contents: Onto the charts, data, and details. Volumes and Market Share For major currencies and regions, vanilla swaps referencing IBORs and OIS […]
What’s new in CCP Disclosures – 3Q24?
Clearinghouses have published their latest CPMI-IOSCO Quantitative Disclosures: Background Under the CPMI-IOSCO Public Quantitative Disclosures, central (clearing) counterparties CCPs publish over 200 quantitative data fields covering margin, default resources, credit risk, collateral, liquidity risk, back-testing, and more. CCPView has over 8 years of these quarterly disclosures for 44 clearinghouses, each with multiple Clearing Services, covering the period from 30 September […]
3Q24 CCP Volumes and Share in IRD
Clarus CCPView has daily volume and open interest data published by each CCP, which is filtered, normalised and aggregated to allow meaningful comparisons of volumes. Today we look at 3Q24 volume and market share in IRD for: Which show record high volumes for USD, JPY, EMEA and APAC Swaps. Onto the charts, data and details. Volumes and Market Share For major currencies […]
What’s New in CCP Disclosures – 2Q24?
Clearing Houses have published their latest CPMI-IOSCO Quantitative Disclosures: Background Under the CPMI-IOSCO Public Quantitative Disclosures, CCPs publish over two hundred quantitative data fields covering margin, default resources, credit risk, collateral, liquidity risk, back-testing and more. CCPView has over 8 years of these quarterly disclosures for 44 Clearing Houses, each with multiple Clearing Services, covering the period from 30 Sep […]
2Q24 CCP Volumes and Share in IRD
Clarus CCPView has daily volume and open interest data published by each CCP, which is filtered, normalised and aggregated to allow meaningful comparisons of volumes. Today we look at 2Q24 volume and market share in IRD for: Which show record high quarterly volumes for GBP, JPY, EMEA, AsiaPac and LatAm Swaps. Onto the charts, data and details. Volumes and Market Share For […]
What’s New in CCP Disclosures – 1Q24?
Clearing Houses have published their latest CPMI-IOSCO Quantitative Disclosures: Background Under the CPMI-IOSCO Public Quantitative Disclosures, CCPs publish over two hundred quantitative data fields covering margin, default resources, credit risk, collateral, liquidity risk, back-testing and more. CCPView has over 8 years of these quarterly disclosures for 44 Clearing Houses, each with multiple Clearing Services, covering the period from 30 Sep […]
10 CCP Policy Proposals to make markets better
TLDR; For anyone interested in the BCBS paper/consultation on “Transparency and responsiveness of initial margin in centrally cleared markets – review and policy proposals” (and with a title like that who wouldn’t be interested in it?!) I will try to summarise the 64 pages in 1,200-odd words. Some of the thoughts that I have on the proposals may be […]
1Q24 CCP Volumes and Share in IRD
This is an article about CCP volumes and market share in the IRD. It discusses volumes for major currencies and regions. It also details CCP market share. USD OIS swaps are the highest on record. EUR OIS volumes are also at a record high. The combined EUR IRS and OIS volume is almost equal to the USD OIS volume. AUD swaps are down from a year earlier. CCP market share is dominated by LCH with some exceptions.
SEC Clearing Mandate for US Treasuries
The SEC final rule on clearing of US Treasury Securities was published on March 18, 2024. Now that the scope and timelines are known, the challenges in implementation are becoming apparent. We cover the details on the ION Markets Blog.
What’s New in CCP Disclosures – 4Q23?
Clearing Houses have published their latest CPMI-IOSCO Quantitative Disclosures: Background Under the CPMI-IOSCO Public Quantitative Disclosures, CCPs publish over two hundred quantitative data fields covering margin, default resources, credit risk, collateral, liquidity risk, back-testing and more. CCPView has over 8 years of these quarterly disclosures for 44 Clearing Houses, each with multiple Clearing Services, covering the period from 30 Sep […]