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October 15, 2013

What the SEF Volumes show in Week 2

In this article, we update the reported SEF Volumes in our previous article "What the SEF Volumes Show".

These volumes are for the period 7-Oct to 11-Oct, so the second week of SEF trading.

We also look in more detail at the market share of each SEF in the benchmark USD Interest Rate Swap 5Y, 10Y & 30Y tenors using SDRView to see the total On SEF volume reported to the DTCC SDR and the individual volumes published by each SEF active in IRD.

The full article is available at What the SEF Volumes Show: Week 2.

 


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