Featured image for “MAC swaps: not yet needed by dealers”

February 9, 2015 - Editor

MAC swaps are touted by some as a major contribution to swap market liquidity but how is the project progressing?  Tod Skarecky of ClarusFT takes

Featured image for “OTC Derivatives Reporting in Japan”

October 1, 2014 - Editor

Earlier this year I looked into European derivatives trade reporting (see EMIR Trade Reporting) and as not much of note has improved in the public dissemination

Featured image for “LCH-CME Switch Trades and Margin Management”

July 2, 2014 - Editor

Recently we have started to see stories on large LCH–CME Switch trades (aka Basis Swaps) starting to be traded. See LCH-CME Basis Swaps primed for Growth (trial required) and Trad-X

Featured image for “Interest Rate Swap Prices, Dealer-to-Dealer vs Dealer-to-Client, Is there a difference?”

June 16, 2014 - Editor

In this article, I will look at whether we can see any differences in USD Interest Rate Swap Prices in the Dealer-to-Dealer and Dealer-to-Client markets.

Featured image for “SEF MAT Week 5, USD IRS DEF Vols hit record high and a new leader”

March 26, 2014 - Editor

Following on from my article SEF MAT Week 4, IRS Volumes and Spot, Spread, Fwd, Mac,  I will look at: Figures for Week 5 (Mar 17-21)

Featured image for “SEF MAT Week 3, Volumes Up and Up”

March 12, 2014 - Editor

There have been a number of recent articles commenting on the lower volumes of USD Interest Rate Swaps, for example SEFVolumes died last week and US IRS Volumes-SEF

Featured image for “Interest Rate Swaps – SEF MAT Week 2”

March 4, 2014 - Editor

Following my post last week, I took a quick look at IRS SEF MAT week 2.  It is unclear why there has been no post-MAT

Featured image for “US IRS volumes – SEF MAT cliff or steady decline?”

February 26, 2014 - Editor

A couple of recent pieces suggested a dramatic downturn in SEF IRS trading in week 1 of MAT.   Such short-term effects may be shown

Featured image for “CDSIndex Product in SDRView Professional”

January 27, 2014 - Editor

ClarusFT discuss data on CDS trading in their SDRView service.

Featured image for “FX NDF Trading on SEF platforms | ClarusFT”

January 15, 2014 - Editor

Summary This articles looks at Non-Deliverable FX Forwards data for USD/BRL, USD/INR, USD/CNY & USD/KRW currency pairs. It analyses trading volumes by On SEF vs