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ISDA-Actrix Repo Indicators
Read more: ISDA-Actrix Repo IndicatorsWhat will the SEC clearing mandate do to repo markets? Following ISDA’s announcements regarding our collaboration in repo markets, we…
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From Vibes to A/B Testing – Assessing LLM Performance
Read more: From Vibes to A/B Testing – Assessing LLM PerformanceAt Actrix we are interested in practical AI for rates markets not just impressive benchmark scores. Public LLM benchmarks measure…
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Repo Market Transparency
Read more: Repo Market TransparencyUS repo markets score highly on transparency, even in the absence of swaps-like transaction-level reporting. Repo market data is still…
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A Guide to U.S. Treasury Repo Markets
Read more: A Guide to U.S. Treasury Repo MarketsWith the clearing mandate for repos versus U.S. Treasuries approaching next year (30th June 2027), more and more people will…
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The State of U.S. Treasuries Transparency in 2026
Read more: The State of U.S. Treasuries Transparency in 2026With TRACE data now published daily, we can finally ask: is today just a normal day at the office for…
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What Regulators are Saying about Repo Clearing
Read more: What Regulators are Saying about Repo ClearingIn today’s blog I cover cleared repos through a swaps lens thanks to the Chicago Fed, and then look at…
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The State of Derivatives Market Transparency in 2026
Read more: The State of Derivatives Market Transparency in 2026AI tools improve access to derivatives transparency but they don’t close the gap between US and European regulation. I write…
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Should People Be Worried About Convexity in Swaps?
Read more: Should People Be Worried About Convexity in Swaps?The real second-order risk in swaps is not convexity. It is discounting. When rates move by 50bp, desks start talking…
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Proposed rulemaking for U.S. G-SIBs
Read more: Proposed rulemaking for U.S. G-SIBsThe Federal Reserve Board is asking for comments on proposed rulemaking for the G-SIB surcharge. This article looks at interesting…
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Capital requirements of U.S. Banks set to decrease
Read more: Capital requirements of U.S. Banks set to decreaseThe Federal Reserve is proposing changes to the Capital requirements of U.S. Banks. In this article I take a deep…
