Swaps Data Review: CCP and SEF Volumes

My Monthly Swaps Data Review for Risk Magazine was published on Friday.

This looks at volumes of G4 Swaps in the first six months of 2017, showing:

  • Strong growth at LCH and JSCC
  • OIS volumes significant in USD, EUR and GBP
  • JSCC volumes in JPY Swaps exceeding LCH in 2017
  • SEF volumes show D2C continuing to be higher than D2D
  • SEF compression volumes significantly up from 2016

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