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Swap Execution Facility Volumes

CFTC regulations for Trading Venues

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SEF Data Normalization & Aggregation

Drilldown into SEF Activity

Report and Filter by Asset Class, Product, Currency, Security, Currency Pair, Tenor

Report on USD equivalent notionals, 5YR equivalents

Delineates Block vs Non-Block

Includes DCM Swap Futures, as well as Bond and MM Futures as a benchmark

Full History from SEF inception Oct 2, 2013

Latest Posts

  • Jun, 25

    CAD Swaps – What’s New?

    OMG. The last time I wrote about CAD Swaps was in 2017! Seven years later, what has changed? (Skip to the Summary to find out 😛 ). CDOR-CORRA Conversion The not-so-new news is that CDOR will cease in four days time (28th June 2024 will be the last fixing ever published). I have covered the […]

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    Jun, 4

    SOFR Swap SEF Volumes – May 2024

    Continue reading for the charts, tables and details Background In February 2024, I published the blog 2023 SEF Volumes and Share in SOFR Swaps, which used data we collect, filter and enhance in our SDRView product. That blog looked at the type of SOFR Swaps that trade on Dealer-to-Dealer (D2D) and Dealer-to-Client (D2C) venues; namely Spreadovers, Curves […]

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  • Apr, 16

    All You Need To Know To Avoid The Trade Execution Requirement?

    What is a MAT trade? A MAT filing, or “Made Available to Trade” determination, is when a trading venue (SEF) submits a proposal to the CFTC stating that they deem certain swaps to be liquid enough to have an execution mandate applied to them. Basically, a SEF says “I think these swaps should only be traded on SEFs in […]

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    Feb, 14

    2023 SEF Volumes and Share in SOFR Swaps

    Background In May 2023, I published a blog on IDB Market Share in SOFR Swaps, which used data we collect, filter and enhance in pur SDRView product. The blog looked at the type of SOFR Swaps that trade on Inter-Dealer Broker (IDB) SEF venues, also referred to as Dealer-to-Dealer (D2D venues); namely Spreadovers, Curves and […]

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  • Apr, 24

    There is a new MAT Filing!

    Made Available to Trade Let’s do a poll to kick things off. Before you clicked on this blog, did you know that there had been a new MAT filing? I’m betting that most of our readers were well aware. The MAT filing, from Tradeweb, received decent press coverage, including from Risk: What Is It? A […]

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    Feb, 1

    SOFR Swaps D2D Volumes and Share

    SOFR Swap Volumes at D2D SEFs Volumes in SEFView reported by D2D SEFs under CFTC Part 16 regulations for last week. Showing that Tradition is the largest with $70 billion, followed by TP at $42 billion and IGDL(ICAP) at $32 billion. However we know that in terms of market share that represents revenue share, these […]

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  • Jan, 25

    2021 SEF Volumes and Share – CRD and FXD

    Today I review 2021 Swap Execution Facility (SEF) volumes and market share for both Credit Derivatives and Foreign Exchange Derivatives, in a similar format to my 2020 SEF Market Share Statistics article. Summary: CRD Index, Option and Tranche products Volume in USD of $7 trillion, down 8% from the prior year Volume in EUR of $4.3 […]

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    Apr, 27

    You Need To See This SEF Liquidity In RFRs Now

    USD SOFR trading on D2C SEFs is very small, and well behind the industry average. 72% of GBP risk was versus SONIA on D2D SEFs in April 2021. CHF SARON adoption has jumped to 15% on D2D SEFs this month. RFR Adoption Indicators In this blog I turn the RFR Adoption Indicator methodology onto SEF […]

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