MAC swaps are touted by some as a major contribution to swap market liquidity but how is the project progressing?  Tod Skarecky of ClarusFT takes

Earlier this year I looked into European derivatives trade reporting (see EMIR Trade Reporting) and as not much of note has improved in the public dissemination

Recently we have started to see stories on large LCH–CME Switch trades (aka Basis Swaps) starting to be traded. See LCH-CME Basis Swaps primed for Growth (trial required) and Trad-X

In this article, I will look at whether we can see any differences in USD Interest Rate Swap Prices in the Dealer-to-Dealer and Dealer-to-Client markets.

Following on from my article SEF MAT Week 4, IRS Volumes and Spot, Spread, Fwd, Mac,  I will look at: Figures for Week 5 (Mar 17-21)

There have been a number of recent articles commenting on the lower volumes of USD Interest Rate Swaps, for example SEFVolumes died last week and US IRS Volumes-SEF

Following my post last week, I took a quick look at IRS SEF MAT week 2.  It is unclear why there has been no post-MAT

A couple of recent pieces suggested a dramatic downturn in SEF IRS trading in week 1 of MAT.   Such short-term effects may be shown

ClarusFT discuss data on CDS trading in their SDRView service.

Summary This articles looks at Non-Deliverable FX Forwards data for USD/BRL, USD/INR, USD/CNY & USD/KRW currency pairs. It analyses trading volumes by On SEF vs