Every Single Street in the City of London
As the Covid-19 lockdowns come to an end, I wanted to write something different from the usual and so today I will look back at how I spent some of my free time. Many of us took on new activities and projects; one of mine was to walk every single street in the City of […]
TraderTV Interview on MiFID II
Amir’s interview on MiFID II with Dan Barnes of TraderTV.
Bitcoin Meets OTC Derivatives
I attended the FIA event last week in Chicago. Much of the same stuff. Bank capital, swaps regulation, clearing, MIFID. And the obligatory panel on bitcoin. Over the past couple years, Bitcoin panels in our industry have tended to start out with the moderator making clear “we’re not going to talk about bitcoin the currency, […]
Public Hearing RE: Examining the 2017 Agenda for the Commodity Futures Trading Commission
Congressman Collin Peterson cited our recent blog, “MIFID II transparency will leave us in the dark”, during a committee hearing in Washington. The session in the public hearing was recorded and is available below. The Clarus citation is around 24m02.
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 […]
CFTC’s Roundtable on the Made Available to Trade Process – July 15, 2015
Amir presented ‘Data-based assessment of MAT’ at the CFTC’s division of market oversight roundtable on MAT meeting last week. The meeting has been recorded and is available on youtube (section starts at 0.53.04), (watch out for Tod in the audience at the top-left of the shot). The presentation slides are available for download here, […]
Webinar on CME-LCH Basis
The Recording of the Webinar is available here Please join us, CME and ICAP on Thursday 23rd July at 11:30am EST, by registering here.