Competition | June 10 Prediction | The Results
Today ClarusFT (and OTC Space) announce the result of our competition to predict the impact of the Dodd-Frank Act mandatory clearing deadline of June 10th. The question we posed was the following: What do you predict will be the gross notional remaining of Uncleared USD IR Swaps FixedFloat in the week of 10th – 14th June 2013, as reported to […]
Win a Nexus 7, Kindle Fire or Apple iPad mini
The Dodd-Frank Act has a mandatory clearing deadline of June 10th for Category 2 entities (hedge funds, non-swap dealer banks) We are asking the following question: What do you predict will be the gross notional remaining of Uncleared USD IR Swaps FixedFloat in the week of 10th – 14th June 2013, as reported to the USD […]
Cleared Swap prices versus Bi-lateral Swap prices
Last month, I posted a blog titled “Swaps, Actual Traded Prices and Size”. Today I would like to make a correction in one of the interesting insights I noted in that blog. Namely the point that the “The price differences between UnCleared and Cleared Swaps can be observed and is sizeable” and I went on […]
Is a Chart worth a hundred words or more?
We have all heard the adage “a picture is worth a thousand words”, well today I am going to postulate that “a chart is worth a hundred words or more” and also “a chart is a hundred times quicker in conveying key information”. A few weeks ago, we released our SDR View, which while great […]
Swaps, actual traded prices and size
A new and interesting insight into the the Swaps market is provided by the transparency of actual traded prices and traded size that is now reported daily in the US to DTCC DDR. A new Traded Prices tab in our SDR View can be used each day to view these prices. Interesting insights from this are: […]
Shining a light on derivatives
Today we are making available daily summary views extracted from the DDR Rates files. These can be found here. The Depository Trust & Clearing Corporation (DTCC) announced on January 3, 2013, that all (US) registered swap dealers active in credit and interest rate trading are now reporting trades to DTCC’s swap data repository, DTCC Data […]