ClarusFT



Featured image for “2013, The Year the Swap Market Changed”

December 16, 2013 - Editor

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

Featured image for “Compression, SDR and TrueEx SEF”

December 12, 2013 - Editor

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

Featured image for “Mexican Peso Interest Rate Swaps”

December 3, 2013 - Editor

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

Featured image for “SEF Volumes for Week 8 | ClarusFT”

November 26, 2013 - Editor

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.

Featured image for “Swaptions Clearing, a more detailed look”

November 25, 2013 - Editor

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

Featured image for “SEF Volumes for Week 7 | ClarusFT”

November 20, 2013 - Editor

The SEF Volume figures for Week 7 are now in. For the article please click, Week 7 SEF Statistics.

Featured image for “Weekly Roundup | SEFs | 18 November 2013”

November 18, 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

Featured image for “Weekly Roundup | Clearing | 18 November 2013”

November 18, 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

Featured image for “SEF Volumes for Week 6 | ClarusFT”

November 12, 2013 - Editor

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

Featured image for “Push, Ping and Charm”

November 11, 2013 - Editor

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