SEF: Week 30

SEF data continues to churn out.  We’ve got a couple weeks yet until we see a few potentially interesting events unfold: Packaged Trade exemption runs out ICAP’s attempt to de-bifurcate (if that’s a word) liquidity in the swaps market with IGDL Bloomberg turns on their Bloomberg SDR I’ll reserve comment on these until get closer […]

SEF: Data Through Good Friday

Good Friday marked the end of the 29th week of SEF trading.  As with most holiday weeks, volume dropped off.  But how about the larger trend over the past 6 weeks? DATA Lets first look at SEFView for the most recent 6 weeks: So we’ve seen a few things over these 6 weeks: CRD activity […]