Following-on in our monthly review series, let’s take a look at how volumes developed during the month of December. The results are quite surprising in the end. USD IRS On-SEF From our October review, we know that October 2014 was a record month for SEF trades, mainly down to such extreme market volatility. What we […]

Now that November data is in, I wanted to update my blog October Volumes in Interest Rate Swaps.   USD IRS ON SEF Lets start with a chart from SDRView Res showing USD IRS On SEF volumes: A disappointing month after the record volumes seen in September and October; with volumes similar to August. And the […]

Now that all October data is in, I wanted to update my blog of Oct21, Record Volumes on SEFs in September and October.   USD IRS ON SEF VOLUMES Lets start with a chart from SDRView Res. Which shows that as we expected October volumes are higher with greater than $1.55 trillion versus $1.46 trillion […]

Recent weeks and months have seen record volumes traded On SEFs, so I wanted to update my July Blog; A Six Month Review of Swap Volumes.   USD IRS On SEF Volumes Lets start with On SEF USD IRS plain vanilla volumes by month in SDRView Res. Which shows that: September was a record month […]