SEF MAT weeks 4 and 5 | US reportable IRS fixed float volumes
A brief update - SEF MAT weeks 4 and 5 numbers show fixed float IRS fairly stable. Using any one week to form conclusions is questionable. A March weekly average compared with January weekly average shows the downward trend of US reportable EUR and GBP and the stubborn refusal of USD to shift proportionately on SEF consistent with my prior posts. Also we can start to compare swapfutures vs IMM/MAC swaps volume - courtesy of Amir's helpful post - so far there's a real race it would seem.
What do the Numbers Say