ClarusFT
December 16, 2013 - Editor
2013, The Year the Swap Market Changed
As 2013 draws to a close, I summarise the major changes in what has been a momentous year in the Swap Market. Trade Reporting Mandatory
ClarusFT >>
December 12, 2013 - Editor
Compression, SDR and TrueEx SEF
My interest in writing this article was sparked by the 11 December press release from TrueEx announcing trades executed on its Portfolio Terminations and Compactions
ClarusFT >>
December 3, 2013 - Editor
Mexican Peso Interest Rate Swaps
CME in a recent SEC filing noted that it plans to offer clearing for MXN TIIE Interest Rate Swaps. So I decided to look at what the data
ClarusFT >>
November 26, 2013 - Editor
SEF Volumes for Week 8 | ClarusFT
Week 8 is in the books. For this week, I set out to enhance the SEF reporting to be more similar to the Clarus SDR reporting.
ClarusFT >>
November 25, 2013 - Editor
Swaptions Clearing, a more detailed look
Last week at SEFCON IV in NY, CFTC Chairman Gary Gensler in his keynote stated that Swaptions were the largest Interest Rate product not currently being
ClarusFT >>
November 20, 2013 - Editor
SEF Volumes for Week 7 | ClarusFT
The SEF Volume figures for Week 7 are now in. For the article please click, Week 7 SEF Statistics.
ClarusFT >>
November 18, 2013 - Editor
Weekly Roundup | SEFs | 18 November 2013
SEF Volumes for Week 6 | ClarusFT The SEF Volume figures for Week 6 are now in. In this weeks piece, we also look at
ClarusFT >>
November 18, 2013 - Editor
Weekly Roundup | Clearing | 18 November 2013
Push, Ping and Charm Last week we announced our CHARM product with a press release titled, Swap Margin Check in 10 milliseconds. In this article
ClarusFT >>
November 12, 2013 - Editor
SEF Volumes for Week 6 | ClarusFT
The SEF Volume figures for Week 6 are now in. In this weeks piece, we also look at whether: the Nov 1 expiration of the
ClarusFT >>
November 11, 2013 - Editor
Push, Ping and Charm
Last week we announced our CHARM product with a press release titled, Swap Margin Check in 10 milliseconds. In this article I will provide the detail behind our