A new and interesting insight into the the Swaps market is provided by the transparency of actual traded prices and traded size  that is now reported daily in the US to DTCC DDR. A new Traded Prices tab in our SDR View can be used each day to view these prices. Interesting insights from this are: […]

Today we are making available daily summary views extracted from the DDR Rates files. These can be found here. The Depository Trust & Clearing Corporation (DTCC) announced on January 3, 2013, that all (US) registered swap dealers active in credit and interest rate trading are now reporting trades to DTCC’s swap data repository, DTCC Data […]