Compression, SDR and TrueEx SEF


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.