TrueEx

Swaps Compression and Compaction on trueEX and Tradeweb SEFs

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Amir from Clarus Financial Technology covers the effects of "compression" or "compaction" of cleared business within CCPs in the US.

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SEF Volumes for Week 8 | ClarusFT

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Week 8 is in the books.  For this week, I set out to enhance the SEF reporting to be more similar to the Clarus SDR reporting.

That is, I was hoping to be able to readily slice and dice the SEF data so I could look at the results by SEF, currency, asset class, product type, currency pair, etc.

To see whether I succeeded, please see SEF: Week 8 in Numbers.

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SEF Volumes for Week 7 | ClarusFT

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The SEF Volume figures for Week 7 are now in.

For the article please click, Week 7 SEF Statistics.


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SEF Volumes for Week 6 | ClarusFT

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The SEF Volume figures for Week 6 are now in. In this weeks piece, we also look at whether:

  • the Nov 1 expiration of the CFTC No-Action Relief for Clients to have completed paperwork, has resulted in a drop in SEF Volumes.

For the article please click, Analysis of SEF Activity for Week 6

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MAT IRS Product Scope Consensus? | SEF CFTC Submissions Converge

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Perhaps a market consensus is starting to form on which products should be mandated on SEFs?

Why?   Javelin (in response to comments from CFTC and market participants) adjusted it's submission to move closer to those of TrueEx and TradeWeb.  (See Summaries of three MAT submission letters at the end for more details.)

Why not?  It's too soon to call a consensus because:

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SEF Volumes for Week 5 | ClarusFT

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Following on from our Week 4 Update, we have now published figures for Week 5. A few noteworthy changes:

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SEF Volumes for Week 4 | ClarusFT

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Four calendar weeks are in the books.  A common trend is emerging.  The story is really the same as last week.

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SEF Volumes Week 3 and Best Practices

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This article is an update of our previous article What the SEF Volumes Show: Week 2.

As well as providing figures for the week of 7 Oct to 11 Oct, we also publish for the first time our view on Best Practices for Reporting and how each SEF does against this.

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What the SEF Volumes Show

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The first calendar week of SEF trading is behind us.  If you are like me, you are wondering where the liquidity was / who attracted the most volumes over this period.  I was inspired by Kevin McPartland's blog on SEF market data, so I have gone out and collated the data from the various SEF public reporting websites for the first three days (Wed-Fri).

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