This blog covers USD Options markets in Q3 – so please note that is before the election result! This is the latest in a series of blogs covering Swaptions: Q3 2024 was a characterised by huge volumes in underlying Swaps, with notable activity in August. There was also a lot of activity tied to changes […]

Block Calibration It has been a long journey to finally arrive at the “go-live” for new block thresholds on October 4th 2024. I covered it here on the blog, so rather than re-hash what has happened, please refer to the old posts linked below: Suffice to say that there have been more than a few […]

Final Post Below you will see our updates throughout the day. As you can see, the action ended up a touch “samey” – there wasn’t the volatility that we saw back in 2016. However, we ended the day with 5,200 trades. That beat August 5th (which I think was the previous SDR record) by a […]

Time for another installment of my “What’s New” series, looking at dynamics (mainly volumes!) in different currencies. I follow EUR markets pretty closely, particularly through the lens of €STR futures market share and what is happening with EUR swaps. Today, I’ll take a look at most aspects of EUR trading. EUR Outright Volumes I like […]