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August 13, 2013

SDR View, Capped Notional Changes

Those of you that read my blog post SDR, Block Trade Rule, 30 July Update will know that from 30th July, we moved from the interim period to the initial period. One of the main changes introduced was that capped notionals were increased and that blog has the before and after tables for US IRS Swaps. Well after a week and a half of running with the new sizes (from July 30 to August 9th), DTCC DDR has now reverted back to the interim period capped notionals. If you are interested in this, please see SDR View, Capped Notional Changes. Amir


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