11 min
Episode 27: Quick Takes: Swaption Volumes by Strike Q3 2023 Markets ConversatION
-
- Business
In this episode, Chris talks about swaptions data and how high the volumes have risen, up to 40 percent higher, than he has ever seen before. Chris and Amir will also unpack:
How Swaptions activity has reacted to the huge sell off we have seen in Fixed Income markets during Q1 2022.
Take a look at Swaption strikes traded throughout the quarter.
They break-down the analysis into Receivers, Payers and Straddles.
ION #IONMarkets #ClarusFT #Swaption
Amir Khwaja, CEO, Clarus Financial Technology
Amir is CEO of Clarus Financial Technology and has more than thirty years' experience in OTC Derivatives and Technology. His prior positions include Director of RiskMng and FE at Calypso Technology (2005-2012), CTO at SunGard Trading and Risk (2002-2005), CEO & Founder at Kronos Software (1998-2002). Amir started his career at Chase Manhattan (now JPM) as an IT graduate trainee in 1988, after a degree in Mechanical Engineering from Imperial College, London.
Chris Barnes, Senior Vice President, Clarus Financial Technology
Chris has over 19 years experience in OTC Derivatives markets. He started out trading Cross Currency Swaps at HSBC in London between 2002 and 2010, before helping to launch Rates Trading at State Street in London (2010-2012). Having relocated to Switzerland, he also served as the Director of Product Development at Gottex.
Chris holds an MA from the University of Cambridge in Natural Sciences, where his dissertation on artificial intelligence was published in 2001.
In this episode, Chris talks about swaptions data and how high the volumes have risen, up to 40 percent higher, than he has ever seen before. Chris and Amir will also unpack:
How Swaptions activity has reacted to the huge sell off we have seen in Fixed Income markets during Q1 2022.
Take a look at Swaption strikes traded throughout the quarter.
They break-down the analysis into Receivers, Payers and Straddles.
ION #IONMarkets #ClarusFT #Swaption
Amir Khwaja, CEO, Clarus Financial Technology
Amir is CEO of Clarus Financial Technology and has more than thirty years' experience in OTC Derivatives and Technology. His prior positions include Director of RiskMng and FE at Calypso Technology (2005-2012), CTO at SunGard Trading and Risk (2002-2005), CEO & Founder at Kronos Software (1998-2002). Amir started his career at Chase Manhattan (now JPM) as an IT graduate trainee in 1988, after a degree in Mechanical Engineering from Imperial College, London.
Chris Barnes, Senior Vice President, Clarus Financial Technology
Chris has over 19 years experience in OTC Derivatives markets. He started out trading Cross Currency Swaps at HSBC in London between 2002 and 2010, before helping to launch Rates Trading at State Street in London (2010-2012). Having relocated to Switzerland, he also served as the Director of Product Development at Gottex.
Chris holds an MA from the University of Cambridge in Natural Sciences, where his dissertation on artificial intelligence was published in 2001.
11 min