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SDR, Block Trade Rule, 30 July Update
Those of you that read my previous post on the Block Trade Rule will know that on July 30th we moved from the Interim period to the Initial period. This means two significant changes, firstly that the...
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SDR View, Capped Notional Changes
Those of you that read my blog post SDR, Block Trade Rule, 30 July Update will know that from 30th July, we moved from the interim period to the initial period. One of the main changes introduced was...
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The weeks that were (Dazzling Derivatives; issue of 26th August 2013)
Dear all, the “Dazzle” had a one-week hiatus – but is back this week in full swing and with loads of worthy information. Have a look through the headlines – and enjoy your week. Tom Financial News will...
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The week that was (Dazzling Derivatives; issue of 2nd September 2013)
Dear all, The TOP Stories of last week: Craig Pirrong picks apart recent BIS study Craig Pirrong tears apart the logic behind a recent BIS study (http://www.bis.org/publ/othp20.htm) that concludes that...
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The week that was (Dazzling Derivatives; issue of 6th September 2013)
Dear all, this edition of the ‘Dazzle’ comes on a Friday as I will be off for the next two week – keep an eye open for what’s happening in the derivatives markets. The next edition is due at the end of...
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SDRFix, a Progress Report Two Weeks After Launch
On Sep 11, we went public with SDRFix and started publishing this daily on our website at SDRFix Data. In this article I am going to summarise our progress, lessons learned and our plans going...
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The week that was (Dazzling Derivatives; issue of 30th September 2013)
Dear all, Back after a refreshing holiday – please receive the latest news digest on the dazzling world of derivatives. From this week onwards I will add “pagination” to the Dazzle – this means that...
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Trading on SEFs from October 2nd was Day One. What does the SDR Data show?
As yesterday was the first day for Swap Execution Facilities (SEF) trading, I decided to look at what the data in a Swap Data Repository (SDR) can tell us about what happened on Day 1. The DTCC...
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Cross Currency Swaps in Swap Data Repositories
In the majority of my previous articles on what we can see in SDRs, I have focused on Interest Rate Swaps and in particular Cleared Interest Rate Swaps. In this article, I will look into an Uncleared...
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Mandatory Clearing, Sep 9, a whimper not a bang?
The third (and final) phase of mandatory clearing under the Dodd-Frank Act began on Sep 9, 2013. See the CFTC announcement. So in the same vein as my article “Mandatory Clearing, June 10, Week One and...
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