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: Swaption Volumes by Strike Q1 2024 …

Clarus Financial Technology

28.11.2024

MXN Swaps – What’s New? |

Conversion to the MXN RFR (F-TIIE) has commenced at CME. This has kick-started MXN OIS trading, with over 80% of swaps now reported versus F-TIIE. MXN is the 8th largest swaps market in the world. …

Clarus Financial Technology

04.12.2024

New: Kids on the Block (Sizes) |

October 2024 saw new block sizes implemented in the US which are 64% larger. This results in more notional being reported. We estimate that SDR data covers up to 80% of global USD swap markets. The…

Clarus Financial Technology

11.12.2024

€STR Volumes and Market Share November 2024 |

Open Interest of €STR futures has continued to increase: Open Interest is now over €1.2Trn, up from ~€700bn at the time of our previous blog. ICE wrestled top spot from Eurex in terms of volumes tr…

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Swaption Volumes by Strike Q3 2024 |

MXN Swaps – What’s New? |

New: Kids on the Block (Sizes) |

€STR Volumes and Market Share November 2024 |

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