My interest in writing this article was sparked by the 11 December press release from TrueEx announcing trades executed on its Portfolio Terminations and Compactions platform.

In the article I look at what the US DTCC SDR shows us for terminations this week:

• Termination activity counts for IRS by Currency
• Details for USD, EUR, JPY
• Evidence of compression

For the full article, see Compression, SDR and TrueEx SEF.