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November 5, 2013

SEF Volumes for Week 5 | ClarusFT

Following on from our Week 4 Update, we have now published figures for Week 5. A few noteworthy changes:

  • We isolate FRA volumes as these are highly influenced by  ICAP Reset and Tullets tpMatch activity.
  • We make rough estimates of D2D vs D2C activity

For the tables and article, please see Analysis of SEF Activity for Week 5.


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