MIFID II Data for Bonds

Let’s take a look at the European bond market today. I wanted to repeat much of the analysis that I performed for MIFID II post-trade data concerning Interest Rate Swaps. However, I realised that we do not have enough of a complete data set due to a myriad of data access issues. For example, the […]

Futures and Swaps Volumes and OI in 2019

As we get close to year end, it is time to assess the trends in volumes that we have seen in 2019. Usually we do this by looking at the cleared volume in a period (month/quarter) compared to an earlier period, or the open interest (outstanding notional) at a point in time. Today I will […]