Generative Data Intelligence

Tag: Clarus

Our Top Blogs of 2022

For our first blog this year, I wanted to highlight our top blogs of 2022 and share a few statistics. Top New Blogs in...

NDF Clearing – What’s New in 2022?

There is now over a $1Trn of cleared NDFs traded every month in 2022. March and September 2022 were particularly notable volume months.This is...

What’s New in Term SOFR?

In April, Amir gave a timely update on Term SOFR. In case you missed it: And the calls from the industry to make...

A New Plateau in RFR Adoption?

The ISDA-Clarus RFR Adoption Indicator was 51.3% last month.This is the third consecutive month that it has remained around 51%.SOFR adoption hit a new...

Have you seen the BIS Triennial Survey 2022?

Trading shrank by about 20% to $5.2Trn per day in Interest Rate Derivatives from April 2019 to 2022.Transition to RFRs has resulted in a...

Rishi Sunak and the impact on GBP Swaps Initial Margin

In early October we wrote about How Kwasi Kwarteng has increased your Inital Margin, given that so much has happened in the past month,...

Have You Listened to our new Podcast yet?

The first Clarus podcast is out – please take a listen! Podcasting You may have noticed that we’ve had reason to celebrate a few milestones on...

Most Active Names in Credit and Equity Derivatives – Oct22

Earlier this summer we looked at the SEC Securities Based SDRs (SBSDRs) for the Most Active Equity Total Return Swaps and Most Active CDS...

3Q22 CCP Volumes and Share in IRD

Clarus CCPView has daily volume and open interest data published by each CCP, which is filtered, normalised and aggregated to allow meaningful comparisons of volumes. Today we look...

New RFR Trading Records Everywhere we Look

The ISDA-Clarus RFR Adoption Indicator has stayed above 50% for the second month.In September 2022 it remained at 51%.SOFR adoption was at 56.6%, the...

3Q22 CCP Volumes and Share in CRD

A review of Credit Derivatives (CRD) volumes and market share at Clearing Houses (CCPs) in 3Q 2022. Index, Single-name and SwaptionsVolumes in 3Q slightly up...

How Kwasi Kwarteng Has Increased Your Initial Margin

Initial Margin for GBP swaps has increased by up to 65% due to the mini-budget.5 of the 6 largest ever moves in GBP rates...

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Our Top Blogs of 2022

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