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Category | C |
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Domain name | clarusft.com |
DNS servers | ns-366.awsdns-45.com,ns-927.awsdns-51.net,ns-1656.awsdns-15.co.uk,ns-1178.awsdns-19.org |
IP | 104.154.252.57 |
Country by IP | US |
Country by HTML code | US |
Web server type | Nginx |
Hostname | 57.252.154.104.bc.googleusercontent.com |
Emails | info@clarusft.com |
Alexa traffic rank | 899234 |
February 9, 2022 by Amir Khwaja. The Commodity Futures Trading Commission (CFTC) produces a monthly cleared margin report for DCOs (CCPs) required to file daily initial margin with the CFTC’s Division of Clearing and Risk. The report aggregates initial margin from six DCOs: CME, ICE Clear Credit, ICE Clear US, ICE Clear Europe, LCH Ltd and ... Visit website
The Data. June 28, 2022 Chris Barnes Posted in Derivatives No comments. With inflation front and centre of everyone’s mind, let’s test a simple hypothesis. If inflation expectations are becoming entrenched – i.e. people expect inflation to be elevated for a longer period – is there evidence of this in trading activity? Visit website
Company. Derivatives Markets are undergoing massive regulatory change. Firms now operate in a world of Swap Execution Facilities (SEFs), Central Counterparties (CCPs) and Swap Data Repositories (SDRs). Our goal is to help our customers operate successfully in the new post-regulatory reform world, in a more connected and more transparent world. Visit website
Name *. Email *. Website. Save my name, email, and website in this browser for the next time I comment. Visit website
Parameter Description Default Options; isin Optional: International Securities Identification Number: tradingVenue Optional: Trading Venue: classificationType Visit website
Parameter Description Default Options; portfolios Required: Input portfolios. Can be trades in QuickTrade, FPML5, LCH, CME or SDR format.Or risk sensitivities in CRIF, LCH or CME format. Or portfolioIds of previously loaded portfolios Or any combination of these Visit website
Parameter Description Default Options; ticker Required: The BBG Ticker or list of tickers for the Swap instrument. See Tickers.: reportDate Optional: The report date in YYYY-MM-DD format. Visit website
SBSDRView Researcher. E-mail: Password: Forgot password? ... Visit website
Log in using your registered credentials: E-mail: Password: Forgot password? ... Visit website
GSIBView. E-mail: Password: Forgot password? ... Visit website
The ISDA-Clarus RFR Adoption Indicator jumped to a new all-time high of 46.0% in May 2022. SOFR adoption cracked 50% (just!) of the market. 21.8% of EUR risk traded versus €STR, dipping slightly from last month’s all time high. We look at SEF activity in SOFR. The ISDA-Clarus RFR Adoption Indicator for May 2022 has now been published. Visit website
Show Legacy SEF Types. Hide Column Totals . Apply Visit website
© 2022 CLARUS FINANCIAL TECHNOLOGY LTD. ALL RIGHTS RESERVED Our Principles and Data Sources Report an Issue Visit website
June 22, 2022 Chris Barnes Posted in FX No comments. This week I want to pull together two of my recent blogs: FX Clearing 2022 Mechanics and Definitions of SACCR (part 3) I was fully expecting to see a “SACCR effect” on the amount of FX Clearing we see in 2022. Let’s look into the details below. Visit website
ISDA-Clarus RFR Adoption Indicator: Charts and Data. Jul 2018 Jan 2019 Jul 2019 Jan 2020 Jul 2020 Jan 2021 Jul 2021 Jan 2022 0 10 20 30 40 RFR Adoption Indicator %. Jul 2018 Jan 2019 Jul 2019 Jan 2020 Jul 2020 Jan 2021 Jul 2021 Jan 2022 0 10k 20k 30k 40k 50k Total DV01 Other Indices Total DV01 RFR Total IRD DV01 Traded per Month ($ Mn) DV01 ($ Mn) Visit website
Singapore. Clarus Financial Technology, Capital Tower, 168 Robinson Road, #12-01 Capital Tower, Singapore 068912 Visit website
CCPView data shows that Open Interest in Russia CDS has decreased 13% from $9.4bn to $8.1bn. Over the same time period, average trade size in Russia CDS has decreased from $8.5m to below $5m. More trades are happening than we have seen previously, with February seeing nearly 1,000 trades. There was a single trade at […] Visit website