We design a Liberation Index to track market expectations of tariffs. Based on FX Options trade activity, it looks at USDCAD, USDMXN, USDCNY and EURUSD markets. It is a novel way to use transparenc…

Clarus Financial Technology

09.04.2025

What You Need to Know About KRW Swaps |

With Average Daily Volumes of $10bn in 2025, trading 200 times per day, KRW swaps are the 14th largest market (outside of the G6 major currencies). The swaps market is split across onshore and offs…

Clarus Financial Technology

15.04.2025

Swapalypse Now |

Swap Spreads, aka Spreadovers, have seen record amounts of activity in the past week. The move in prices has been large, with long-dated swap spreads generally heading more negative. Swap Spreads a…

Clarus Financial Technology

23.04.2025

What’s new in CCP Disclosures – 4Q24 |

Clearinghouses have published their latest CPMI-IOSCO Quantitative Disclosures: Initial margin for major ETD CCPs at $522 billion – a new record – up 2.1 percent QoQ and up 12.5 percent YoY. Initia…

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What Would a Liberation Index Look Like? |

What You Need to Know About KRW Swaps |

Swapalypse Now |

What’s new in CCP Disclosures – 4Q24 |

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