CDS Clearing Data
A few times last week I heard concerns about whether clearing of Single Name CDS will ever take off. It inspired me to examine the data we have on hand for credit derivatives, both index and Single Name, to see what I can make of it. While we’ve written lots of articles on OTC swaps, […]
AUD Swap Market
Having blogged for a good few months now, it becomes second nature to look for different lines of analysis within the major markets that we haven’t yet covered. As a result, we find new ways of developing the existing products and adding to the layers of data. However, always searching for that something new can lead us […]
OTC Derivatives Reporting in Japan
Earlier this year I looked into European derivatives trade reporting (see EMIR Trade Reporting) and as not much of note has improved in the public dissemination of aggregate data in Europe, I thought I would look at Asia, starting with the largest market; Japan. While the Japanese FSA (JFSA) requires mandatory derivatives reporting to an […]
FX NDFs on SEFs: A more detailed look
As we recently released FX NDFs in SDRView Professional, I decided to take a more detailed look into these than my earlier blog titled FX NDF Trading on SEFs. Whats New? Lets start with the fact that we can now see volumes and prices for each forward tenor, in this case USD/KRW on 10 Feb […]
JSCC and Clearing of Yen Interest Rate Swaps
For a while now I have wanted to look into what is happening outside the US in terms of clearing of interest rate swaps. The news late last year that Japan Securities Clearing Corporation (JSCC), was awarded Clearing House of the Year by Asia Risk magazine, reminded me of this intention, so I decided to […]