SEF: Week 30
SEF data continues to churn out. We’ve got a couple weeks yet until we see a few potentially interesting events unfold: Packaged Trade exemption runs out ICAP’s attempt to de-bifurcate (if that’s a word) liquidity in the swaps market with IGDL Bloomberg turns on their Bloomberg SDR I’ll reserve comment on these until get closer […]
EMIR Trade Reporting and Public Data: What is the Point?
It is now more than two months since European EMIR Trade Reporting came into operation. Time to see whether teething problems have been solved and look at what the public data shows. Those of you that read my articles on Swap Data Repositories will know that I am a great proponent of the value of the CFTC […]
SEF: Data Through Good Friday
Good Friday marked the end of the 29th week of SEF trading. As with most holiday weeks, volume dropped off. But how about the larger trend over the past 6 weeks? DATA Lets first look at SEFView for the most recent 6 weeks: So we’ve seen a few things over these 6 weeks: CRD activity […]
SEF MAT Week8, USD IRS and EUR IRS
Following on from my article SEF MAT Week6, USD IRS, Massive Volume in Forwards, this week I will look at: USD IRS for Week 7 (Mar 31- Apr 4) and Week8 (Apr 7-11) Market share in USD IRS by SEF EUR IRS Volumes Market share in EUR IRS WEEK 7 and Week 8 Lets […]
SEF MAT Week6, USD IRS, Massive Volume in Forwards
Following on from my article SEF MAT Week 5, USD IRS SEF Vols Hit Record High and a New Leader, this week I will look at: Figures for Week 6 (Mar 24-28) 27 March, Forwards Volumes Market share in USD IRD by SEF Curve Trades and Butterflys MAC Swaps Week 6 Lets start with a […]