EUR IR Swaps: Huge Spikes in Volumes

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The advantage of a dashboard view is that it can quickly highlight interesting information. Looking at the SDRView Res dashboard this morning, I was surprised to see the following: Showing massive EUR IRSwap volumes on 19-Nov and 21-Nov, which were larger…


Bill: Does anyone know if there was a compression run last week to explain the spike in volumes of IRS?

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