US Election Live – What is Trading?

USD Swap curve steepens and volumes massively up, > 5X the average in some tenors. We will follow what is trading in Interest Rate Derivatives markets throughout the day Stay up-to-date by manually refreshing the page today 16:15 New York – Wrapping up for the Day While the Stock Market has been subdued today with […]

What I Learned at FIA Expo

Good event last week in Chicago.  I thought I’d summarize what I learned. Day 1: Keynote by Chairman Massad The day began with some personal excitement.  The Chairman and other Commissioners have been very good about giving “shout-outs” to Clarus on our efforts with enriching the public swaps data.  Just the prior week, the Chairman […]

What I Learned at SEFCON VI

The 6th annual SEF event took place on Monday. Always a good day to meet folks and hear what’s happening in SEF-land. As usual I’ll summarize the event for those who could not attend. For starters, ICAP pulled out of the WMBA so was generally not present. I noted only one ICAP representative in the […]

Boole Conferences Cork, Ireland, 2015

In 2015, University College Cork (UCC) celebrates the bicentenary of George Boole, 1815-64. Boole was appointed the first Professor of Mathematics at the University in 1849. To mark the bicentenary a series of international mathematical conferences, collectively referred to as the Boole Conferences 2015, are being held in Cork. Theme 7: Mathematical Modelling in Post-Crisis […]

How to Fix the Broken MAT Process

aka “What I learned at the CFTC Roundtable” This past week, Amir sat on a panel at the CFTC to discuss everything MAT.  I sat in the audience and heckled.  And took notes.  I will share those with you below. BACKGROUND If you are an avid reader of our blogs, you’d know we’ve been tracking […]

What I learned at SEFCON 5

I had my doubts about SEFCON 5.  I had even told one of the sponsors weeks in advance, tongue in cheek, “SEF’s are live and ticking, what’s there to talk about?”  I knew better, and I indeed learned a few things. I’ll detail a few of the hot topics.  Many of these came up multiple […]

CFTC Technology Advisory Committee Meeting on June 3, 2014

Tod presented ‘SEF Trading Overview and Participation’ at the CFTC Technology Advisory Committee meeting last week. To our delight the meeting has been recorded and is available on youtube (SEF section starts at 2.00.00)   The presentation slides are available for download here, although for convenience we have embedded in this post below. SEF Trading […]

FIA Chicago Expo: Day 2

Day 2 of FIA Expo is complete, and it was another good one. ATTENDANCE Second days of conferences are typically less-attended, I would guess for the following reasons: People get their meetings done early and catch flights back home They can’t afford to be out of the office that long Day 1 party takes a […]