Notional outstanding for NDFs at CME appears to have tailed off to zero. This can't be what was hoped for. OTC FX Clearing Service.
Here is the status of CCPs and SDRs for OTC products. Data for the CCPs is from the respective websites, data for the SDRs is from the recent FSB (mid-2012) progress report. Click on the charts to enlarge. Update on Feb 13th
Update December 12th
Given today's story at Risk Magazine about SwapClear tuning their IM model for a low interest rate environment, it's interesting that more or less all the other CCPs use a similar model (for Rates), and perhaps will be looking again at whether the
I found another Swap Data Repository, to add to the list updated recently. If you need to ensure you report to all relevant SDRs, you need to know the full list.
For those that know what PAI is, the first part of this post can be skipped, the rest of the post is my understanding of why PAI is applied to OTC portfolios, and not Futures.
Below is an update on the state of CCPs, SEFs and SDRs from public information. The research was carried out by a SK Lim, a consultant from www.jdxconsulting.com for myself.
For anyone with a Mac and an Apple TV, a frustration is not being able to "beam" video, photos or presentations to a TV using AirPlay. Now using AirParrot all this is possible.
The effects of new regulation from the US and Europe are drawing closer, whilst rule making is still not complete, and unpredictable, the regulators deadlines are becoming more clear.