Swaps Data: The Allure of Liquidity

My monthly Swaps Review in Risk Magazine looks at execution venue market share in 1Q 2018 for:

  • CDS Index
  • NDFs by currency pair
  • FX Options by currency pair
  • Interest Rate Swaps by major currencies
  • Bloomberg MTF for EUR IRS

In simple terms, it shows that volume is either dominated by a single venue or split across three venues.

Please click here for free access to the full article on Risk.net.

Stay informed with our FREE newsletter, subscribe here.

Leave a Reply

Your email address will not be published. Required fields are marked *