Oct 2018 Swaps Review in 15 Charts

Today I will look at Swaps volumes in the most recent 3 months using the format of my Nov 2017 Swaps Review article. SDR USD IRS price-forming volumes are up 10% USD IRS On SEF Compression volumes are up 50% USD OIS volumes are up 35% EUR, GBP, JPY IRS On SEF Compression volumes at record highs SEF D2C SEF volume growing 42% […]

SOFR Swaps – Block Trades and Fannie Mae Issuance

We have seen the first SOFR block trade in significant size. Fannie Mae have issued another $5bn of SOFR linked debt this month. SOFR Swaps Are Trading More Frequently Thanks to our SDR Alerts, I get an email every time SOFR or SOFR Basis trades. Over the month of October 2018, the frequency of these emails […]