Tod Skarecky
Posts by Tod:
- 27 Aug 2019, FCM Rankings and Concentration – Q2 2019
- 09 Apr 2018, Segregated Funds, Market Crashes & Under-Seg
- 28 Feb 2018, Final 2017 FCM Rankings & Concentration
- 17 Jan 2018, Bitcoin Volumes
- 29 Nov 2017, Latam Swaps: Trends in IRS and NDF Data
- 15 Nov 2017, How Bitcoin Futures Will Work
- 08 Nov 2017, FCM Rankings & Concentration: Q3 2017
- 24 Oct 2017, Bitcoin Meets OTC Derivatives
- 11 Oct 2017, Summary Of Treasury’s Capital Markets Report to Trump
- 04 Oct 2017, Has Swaptions Clearing Begun?
- 20 Sep 2017, CME Halts CDS – Where’s The CDS Business?
- 06 Sep 2017, FX NDF Package Transactions
- 23 Aug 2017, FCM Rankings & Concentration: Q2 2017
- 11 Jul 2017, New Swap Execution Facilities
- 28 Jun 2017, CME-LCH Basis For Dummies
- 30 May 2017, FCM Rankings & Concentration: Q1 2017
- 10 May 2017, KRW and INR Swap Clearing
- 26 Apr 2017, Clearing Participant CDS at ICE
- 18 Apr 2017, Examining The Cleared OTC FX Options Market
- 04 Apr 2017, The Truth About FCM Concentration
- 22 Mar 2017, Are SEF’s Executing More Non-MAT Trades?
- 14 Mar 2017, House Residual Interest
- 03 Mar 2017, Impact Of March 1st VM Regime
- 01 Mar 2017, Exploring Energy Swaps On The SDR
- 15 Feb 2017, Latam Swaps Data & Analytics
- 08 Feb 2017, Final 2016 FCM Rankings
- 19 Jan 2017, What I Learned At SEFCON VII
- 06 Jan 2017, Top 10 CFTC Fines of 2016
- 14 Dec 2016, Why FCMs Don’t Like Intraday Margin Calls
- 30 Nov 2016, How Trump Has Increased Your Margin Requirements
- 16 Nov 2016, FCM Rankings – Q3 2016
- 02 Nov 2016, Two Month Update: Uncleared Margin Rules & Swap Data
- 24 Oct 2016, ブローカー間におけるスワップ証拠金の最適化
- 19 Oct 2016, Optimizing Swaps Margin Across Brokers
- 05 Oct 2016, New EUR & GBP Interest Rate Futures
- 28 Sep 2016, Direct Clearing For Dummies
- 21 Sep 2016, NDF Clearing Is Taking Off
- 14 Sep 2016, Margin Rules are Pushing Swaps to Clearing
- 07 Sep 2016, Have Uncleared Margin Rules Impacted Swap Activity?
- 31 Aug 2016, Defering Bilateral Margin Rules with Low Hanging Fruit
- 23 Aug 2016, 30% of The Euro Swap Market Is Standardized ?
- 17 Aug 2016, FCM Rankings – Q2 2016
- 10 Aug 2016, Swap Clearing Activity in Asia
- 03 Aug 2016, Exploring Commodity Data on the SDRs
- 29 Jun 2016, How FCM’s survived Brexit
- 22 Jun 2016, Risk Participation Agreements: What Are They?
- 15 Jun 2016, Swap Futures: 2016 Progress
- 08 Jun 2016, Mandatory Execution and Clearing Hits Mexico
- 01 Jun 2016, SBSDR Part 3: Our SEC Comments
- 18 May 2016, FCM Rankings – Q1 2016
- 11 May 2016, SBSDR Part 2: What will SBSDR Cost?
- 26 Apr 2016, Found: The First Cleared Swaption
- 20 Apr 2016, Equity TRS data on the SDR
- 13 Apr 2016, Missing In Action: The First Cleared Swaption
- 05 Apr 2016, Variance Swaps and Other Equity Derivatives on SDR
- 30 Mar 2016, オフSEFについて
- 16 Mar 2016, What is Left Off-SEF ?
- 09 Mar 2016, SBSDR: The SEC Version of SDR
- 02 Mar 2016, CFTC Attempt to Improve SDR Data
- 24 Feb 2016, Why Is There No Mainstream Swap Index?
- 16 Feb 2016, FX Options Data on the SDR
- 10 Feb 2016, Rebuilding A Swaps Desk
- 27 Jan 2016, Great News: More SEF’s !?
- 07 Jan 2016, A Year of CFTC Fines
- 23 Nov 2015, Swap Spreads For Dummies – The LIBOR Joke
- 10 Nov 2015, What I Learned at FIA Expo
- 04 Nov 2015, ¡Dios mío!: Half of the MXN Market Is Now Cleared
- 28 Oct 2015, What I Learned at SEFCON VI
- 21 Oct 2015, Update on The Health of FCMs
- 23 Sep 2015, Swap Market Behavior on Fed-Day
- 09 Sep 2015, SEFs in Japan: ETP Data
- 04 Sep 2015, Webinar on MAC Swaps & Swap Futures
- 26 Aug 2015, Swap Default Funds at the CME & LCH
- 19 Aug 2015, BRL Interest Rate Swaps
- 12 Aug 2015, A Macro Look At OTC Clearing Data
- 05 Aug 2015, What is the deal with Agency Execution of Swaps
- 20 Jul 2015, How to Fix the Broken MAT Process
- 15 Jul 2015, Why Are Bond Issuers Not Taking Advantage of Price Differentials?
- 22 Jun 2015, Pricing and Arbitraging the CME/LCH Basis
- 12 Jun 2015, A New Flavor of Invoice Spreads?
- 03 Jun 2015, The Issue with Anonymous Order Books in Swaps
- 19 May 2015, CFTC Swap Success (In Pictures)
- 29 Apr 2015, Comparing OTC and Futures Data
- 14 Apr 2015, CDS Clearing Data
- 08 Apr 2015, CFTC Residual Interest (and other FCM data)
- 17 Mar 2015, MAC Swaps – Any Progress?
- 18 Feb 2015, Clearing Efficiency: A New Metric?
- 14 Feb 2015, SEF Package Relief Runs Out Again
- 10 Feb 2015, Clearing Certainty (ESMA’s Version)
- 30 Jan 2015, MAC Trading “McUpdate”
- 16 Dec 2014, Transparency in Clearing Data
- 04 Dec 2014, JAVELIN’S 2-DAY VAR LETTER: WHAT DOES IT MEAN?
- 20 Nov 2014, CFTC Block and Cap Sizes
- 18 Nov 2014, What I learned at SEFCON 5
- 11 Nov 2014, The Truth in Clearing House Data
- 29 Oct 2014, The Rise of MAC ?
- 08 Oct 2014, SEF: A Year In Review
- 01 Oct 2014, Bunched Orders And Other Services On SEFs
- 17 Sep 2014, What’s the Deal with Invoice Spreads and How Active Are They?
- 03 Sep 2014, Is It Time to MAT the Entire Curve? (part 2)
- 27 Aug 2014, Is It Time To MAT The Entire Curve? (Part 1)
- 21 Aug 2014, SEF: Month 10 (Another look at Futures?)
- 29 Jul 2014, Forward Start and Backward Start Swaps?
- 22 Jul 2014, SEF: Week 42: Client SEFs Keep Their Foot On The Pedal
- 07 Jul 2014, SEF Double-counting?
- 25 Jun 2014, SEF: Week 38 (Examining Spread Over Treasuries)
- 17 Jun 2014, SEF: Week 37 (A Shakeup At The Top)
- 11 Jun 2014, SEF: Week 36
- 05 Jun 2014, Inside Baseball: Lexicon Updates for OTC Derivatives
- 28 May 2014, SEF: Week 34 (A new perspective on the usual numbers)
- 20 May 2014, SEF: Week 33 (Has the Swap market moved to Futures?)
- 13 May 2014, SEF: Week 32 (Final Week Before Packages)
- 30 Apr 2014, SEF: Week 30
- 22 Apr 2014, SEF: Data Through Good Friday
- 26 Mar 2014, SEF: Week 25
- 11 Mar 2014, SEF: Week 23
- 04 Mar 2014, SEF: Week 22 (Welcome CDS)
- 25 Feb 2014, SEF: Week 21, First Week Data
- 17 Feb 2014, SEF: Final Week of Data Pre-MAT
- 11 Feb 2014, SEF: Week 19
- 04 Feb 2014, SEF: Week 18
- 28 Jan 2014, SEF: Week 17
- 21 Jan 2014, SEF: Week 16
- 14 Jan 2014, SEF: Week 15
- 07 Jan 2014, SEF: Week 14
- 31 Dec 2013, SEF: Week 13
- 24 Dec 2013, SEF: Week 12
- 17 Dec 2013, SEF: Week 11
- 10 Dec 2013, SEF: Week 10
- 03 Dec 2013, SEF: Week 9
- 26 Nov 2013, SEF: Week 8 In Numbers
- 19 Nov 2013, Week 7 SEF Statistics
- 12 Nov 2013, Analysis of SEF Activity for Week 6
- 08 Nov 2013, FIA Chicago Expo: Day 2
- 07 Nov 2013, FIA Chicago Expo: Day 1
- 06 Nov 2013, FIA Chicago Expo: Day 0
- 05 Nov 2013, Analysis of SEF Activity for Week 5
- 29 Oct 2013, SEF Volumes for Week 4
- 22 Oct 2013, SEF Volumes and Best Practices for Week 3
- 14 Oct 2013, What the SEF Volumes Show: Week 2
- 07 Oct 2013, What the SEF Volumes Show
- 30 Sep 2013, SEF’s: A Brief History (One day to go)
- 20 Sep 2013, SEFs: Three More Join
- 10 Sep 2013, SEF’s: Who’s joined the Party?
- 28 Aug 2013, SEF’s COME OF AGE