Cleared derivatives

This week Chris delves into the latest developments in the CAD swaps market. The discussion centers around the transition from CDOR to CORRA, the complexities and nuances of the Canadian…

This week Amir discusses focuses on the second quarter of 2024 CCP volumes and market share in interest rate derivatives (IRD). Amir highlights significant trends, such as record-breaking volumes in…

In this episode, Chris Barnes discusses the health of the SOFR options market. Despite the transition from LIBOR, SOFR options have shown rapid development, nearly reaching the activity levels of…

In this episode, Chris Barnes leads an insightful discussion on JPY swap clearing and the reasons why dealers prefer the Japan Securities Clearing Corporation (JSCC). He also dives into the…

In this episode, Amir Khwaja will explore SOFR swaps SEF volumes for May 2024, examining key trends and insights in one of the largest products traded in the U.S. rates…

In this episode, Chris Barnes discusses provides an analysis of the complexities and unique market structures within the Australian dollar swaps market. Despite global trends toward simplifying interest rate indices,…

In this episode, Chris Barnes discusses the findings from the ISDA margin survey in his post “How Much Margin, The 2023 Edition?” Chris and Amir explore the evolution of uncleared…

In this episode, we dive into the changing landscape of retail trading in Europe. We’ll explore how regulators are suppressing complex instruments like CFDs, forcing brokers to adapt. This shift…

In this episode, Amir analyzes data from the SEC’s trade repository, highlighting the most active credit default swaps (CDS) for both sovereign and corporate names along with the fluctuating rankings…

In this episode, Chris discusses a seemingly contradictory blog title, “All You Need to Know to Avoid the Trade Execution Requirement?” and clarifies that Clarus Financial Technology does not recommend…

In this episode, Chris Barnes discusses his recent blog post, “What’s New in Yen Swaps in 2024“. The blog post covers four key topics: The end of Yen TIBOR and…

In this episode, Chris dives into the world of variation margin, an important topic in the derivatives industry. He discusses the challenges of intraday margin calls and the lack of…

In this episode, Chris Barnes references the FT article that introduced us to “enshittification,” which has no doubt made the rounds of trading floors ever since. Chris will also discuss…

In this episode, Chris goes solo once again and shares some optimistic stats. Why there are more cross currency swaps traded in 2023 than ever before. How 2023 saw 15%…

In this episode, Chris goes solo to highlight the UK rules for pre- and post-trade transparency that were largely inherited from MIFID II post-Brexit. He will explain to those who are not…

Clearing services firms face a challenging balancing act. For years, talent has been lured away by trading firms, hedge funds, and the sky-high tech salaries. Meanwhile, financial reforms and cost…

In this episode, Chris delves into the factors influencing the European initiative to bring rates trading onshore. He’ll discuss key points, including: Noteworthy surges in volumes for both €STR and…

In this episode, Amir highlights the most popular blog posts of 2023 and shares a few statistics on their performance. Some highlights include the Top NEW Blogs in 2023, Top…

In this episode, Chris Barnes will briefly explain what you need to know about INR Swaps and how Clarus CCPView allows traders to compare the relative size of INR swap…

In this episode, Amir breaks down how to analyze datasets in new and novel ways by showcasing a new feature on the Clarus website called SDRView. SDRView has transaction level…

In this week’s Quick Takes, Amir will discuss will look at the YTD 2023 data trends for Term SOFR and BSBY Volumes and separate Term SOFR (published by CME) from…

In this week’s Quick Takes, Chris will discuss using SACCR to monitor Counterparty Credit Risk. He’ll discuss the importance of closely monitoring Counterparty Credit Risk for all market participants and…

In this week’s Quick Takes, Amir will discuss Clarus CCPView daily volume and open interest data published by each CCP, which is filtered, normalized and aggregated to allow meaningful comparisons of volumes. He…

In this week’s Quick Takes, Chris shares an overview of how Clarus data reveals the truth about SONIA derivatives liquidity GBP Rates derivatives volumes have recently recovered to nearly 90%…

Since the financial crisis of 2008, the FCM market has undergone remarkable transformations, adapting to new regulations, market volatility, and advancements in technology. Our guests today will shed light on…

In this episode we take a deep dive at how Execution Management Systems, or EMS, are adapting to meet the evolving demands of their users, and we discuss EMS challenges…

In this episode, we discuss how technology has not only transformed the trading life cycle, but has also presented challenges for risk managers. With us to discuss the trading life…

In this episode, we discuss how the Standardized Approach for Counterparty Credit Risk, or SA-CCR, applies to over the counter derivatives (OTC), exchange-traded derivatives, and FX. Our guests are Amir…

In this episode, we’ll take a closer look at how banks, firms, and brokers are leveraging technology to manage risk amidst the challenges of inflation, global conflict, and more. Joining…

In this episode, we’re following up on the CFTC round table that focused on the proposal by cryptocurrency exchange platform, FTX to bypass FCMs with a direct clearing model. It…

In this episode, we dive into the rapidly evolving world of Crypto currency and its effect on the financial markets, specifically derivatives. We discuss how crypto could affect the derivatives…