January 2017 Swaps Review
Continuing with our monthly Swaps review series, let’s look at volumes in January 2017. Summary: SDR USD IRS price-forming volume > $2.3 trillion gross notional 21% higher than a year earlier On SEF vs Off SEF at 62% to 38% is lower than average; 65% to 35% SEF Compression activity in USD IRS was > $220 billion USD OIS volume at […]
Latam Swaps Data & Analytics
This week, we go south of the border to look at Latin American Interest rate swaps. Over the past few years we have looked at MXN (Mexican Peso) and BRL (Brazilian Real) swaps in some detail, particularly around their launch of clearing: Sizing the MXN Swaps Market (Dec 2013) A Year of MXN Swaps data […]