SDR

CDSIndex Product in SDRView Professional

+0
5 Views

ClarusFT discuss data on CDS trading in their SDRView service.

Share
Category

Weekly Roundup | Trading & Post-Trade Processing | 16 December 2013

+0
5 Views

Trading

Derivatives Markets Rebound in 2014

The derivatives market has seen an upturn across the board this year and participants can expect even better fortunes in 2014, according to a panel at FOW's Derivatives World London: The Debates. FOW Intelligence: Derivatives Markets Rebound in 2014.

Share
Category

Mexican Peso Interest Rate Swaps

+0
54 Views

CME in a recent SEC filing noted that it plans to offer clearing for MXN TIIE Interest Rate Swaps. So I decided to look at what the data shows in SDRView. In Summary:

Share
Category

TR competition questioned by TRs | Mondo Visione Exchange Forum

+0
5 Views

TRs expect minimal competition benefits for clients.  As reported by the Trade news (tiered subs.), trade repositories (TRs) publicly questioned their own economic model at the Mondo Visione Exchange Forum.

Share
Category

Regulation Reflections: US Reporting - Is systemic risk being de-prioritized?

+0
23 Views

It is clear CFTC does not yet have meaningful systemic risk information from the end of day / historic SDR reporting which has been live for several months.  As well as tackling a very large big data project which is unfunded, CFTC needs to change the reporting rules so that reporting obligations are better split across various service providers to drive much more efficient data collection, transformation and aggregation.

Share
Category

Cross Currency Swaps in Swap Data Repositories

+0
5 Views

In the majority of my previous articles on what we can see in SDRs, I have focused on Interest Rate Swaps and in particular Cleared Interest Rate Swaps. In this article, I will look into an Uncleared (Bi-lateral) product, namely Cross Currency Swaps. For my observations on this reported trade data, please click Cross Currency Swap trades in SDRs.

 

Share
Category

Trading on SEFs from October 2nd was Day One. What does the SDR Data show?

+0
25 Views

As yesterday was the first day for Swap Execution Facilities (SEF) trading, I decided to look at what the data in a Swap Data Repository (SDR) can tell us about what happened on Day 1.

The DTCC real-time public dissemination feed has a field name "Execution Venue", which prior to Oct 2 always had the value "Off", but from yesterday we can see new trades with the value "On" (meaning On a SEF venue) and "Off" (meaning off Facility).

Share
Category