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, […]
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.
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 […]
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 […]
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 […]
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 […]
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, […]
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.
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 […]