FX NDF Trading On SEFs: April 2015 Update
It is more than a year since I last looked at FX NDF Trading On SEFs (Jan 2014) and as that was one of our Top 10 Blogs of 2014, it is long overdue for me to see What the Data Shows. April 2015 Lets start with SDRView and the latest volumes in the four largest currency […]
FX Options and the Swiss National Bank
What can we say about the SNB move that hasn’t already been covered? Simple – we can indulge everyone’s latent voyeuristic tendencies and look at what positioning may have been like in EURCHF OTC FX Options at the time of the SNB announcement. FX Options in SDRView This is an area we haven’t highlighted in […]
NDFs and Clearing
So that our readers don’t have to go through the pain, I’ve read the most recent ESMA Regulatory Technical Standards (RTS) on NDF markets. In summary, ESMA would like the market’s view on mandatory clearing for NDFs vs USD in the following 11 currencies: BRL CLP CNY COP IDR INR KRW MYR PHP RUB TWD […]
FX NDFs on SEFs: A more detailed look
As we recently released FX NDFs in SDRView Professional, I decided to take a more detailed look into these than my earlier blog titled FX NDF Trading on SEFs. Whats New? Lets start with the fact that we can now see volumes and prices for each forward tenor, in this case USD/KRW on 10 Feb […]
FX NDF Trading On SEFs
As we recently added the FX Asset Class to SDRView, I took a look at what the US DTCC SDR data shows for Non-Deliverable FX Forwards trading with respect to On SEF vs Off Facility. BRL, INR, CNY, KRW Lets start with a chart of volumes from 6 January 2014. From which we can observe […]