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Tag: Clarus

SBSDR – A look at Equity Total Return Swaps

Following on from my blog, SEC Security-Based Swap Data Repositories Are Now Live, I wanted to take a look at Equity Total Return Swap volumes. OTC...

Swaption Volumes by Strike Q1 2022

Swaptions activity has reacted to the huge sell off we have seen in Fixed Income markets during Q1 2022.There are no volume records being...

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