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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