SEF: Week 12

Happy Holidays from Clarus Financial Technology.  

While we’re about to settle in for a short winters nap, we’ve been cranking out some new software in the run up to the holidays.  Of primary interest is that we have added FX to our Researcher version of SDRView.  Check it out.

We’ll keep this week brief so I can get back to the eggnog.

THE DATA

SEF Volumes Week Ending 2013-12-20 (ex-FRA) (USD mm Equivalents of ALL currencies
SEF Volumes Week Ending 2013-12-20 (ex-FRA) (USD mm Equivalents of ALL currencies

WEEK ON WEEK DATA

Weekly Changes in SEF Activity 2013-12-20
Weekly Changes in SEF Activity 2013-12-20

Even with just a very quick glance, we can see the largest increase is in FX.

DIGGING DEEPER

With the large change in FX this week, I thought we’d use our SEF data tool (still in beta) to look at where the FX NDF and FX Option activity is:

Clarus SEFView
Clarus SEFView

Interesting to see the split between NDF and Options is roughly 50-50.

This tool should be able to yield some interesting data as we refine the user interface.

NO COMMENT

Alas, we’ll save some commentary for after the holidays when our readers return.

Happy Holidays.

UPDATE

This weekly issue of SEF updates is not the most current.  To see all SEF posts, including the most recent, please click through to the SEF Category.

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