Compression, SDR and TrueEx SEF

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My interest in writing this article was sparked by the 11 December press release from TrueEx announcing trades executed on its Portfolio Terminations and Compactions platform.

In the article I look at what the US DTCC SDR shows us for terminations this week:

  • Termination activity counts for IRS by Currency
  • Details for USD, EUR, JPY
  • Evidence of compression

For the full article, see Compression, SDR and TrueEx SEF.

 

 

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