Clearinghouses have published their latest CPMI-IOSCO Quantitative Disclosures: Initial margin for ETD at $511 billion – a new record – up 9% QoQ and up 17% YoY. Initial margin for IRS at $339 bill…

Clarus Financial Technology

29.01.2025

Running the Numbers on the European Active Account Requirement |

The latest European Active Account Requirement suggests that 30,000 EUR swaps will have to be transacted in the EU each year, which is about 8% of the EUR swaps market. Approximately €1.25Trn of no…

Clarus Financial Technology

19.02.2025

Mechanics and Definitions of Cross Currency Basis Futures |

EUR/USD Cross-Currency Basis Futures have just been launched by CME, introducing a cash-settled contract that derives its price from FX forwards and short-term interest rate futures (€STR and SOFR)…

Clarus Financial Technology

19.02.2025

2024 CCP Volumes and Share in IRD |

2024 volumes and market share for OTC Derivatives in Interest Rates reported by Clearing Houses. Clarus CCPView has daily volume and open interest data published by each CCP, which is filtered, nor…

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What’s new in CCP Disclosures – 3Q24? |

Running the Numbers on the European Active Account Requirement |

Mechanics and Definitions of Cross Currency Basis Futures |

2024 CCP Volumes and Share in IRD |

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