Client Clearing of IRSwaps, CME and LCH

  As two months have passed since my article USD IRSwap Client Clearing, CME or LCH?, I wanted to see what the data now shows. Having diligently collected daily figures for the past 2 months from the CME and LCH websites, I have produced weekly volumes for USD IRS and EUR IRS for the 8-week period 5-Aug-13 to 27-Sep-13. One […]