Continuing with our monthly review series, let’s review Swap volumes in November 2016. SDR highlights: On SEF USD IRS price-forming volume in November was > $1.5 trillion Almost 50% higher than the prior month USD Swap Rates were up 50 bps for 10Y, with a steeper curve SEF Compression activity was > $250 billion in USD IRS On SEF EUR, GBP, […]