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Thoughts on electronic swaps trading

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At Capco we have had a few thoughts on the take-up of electronic swap trading in the US and the implications on Europe with their upcoming version of swap trading under MiFIR - which probably will be mandated from 2015 onwards.

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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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What the SEF Volumes show in Week 2

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In this article, we update the reported SEF Volumes in our previous article "What the SEF Volumes Show".

These volumes are for the period 7-Oct to 11-Oct, so the second week of SEF trading.

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USD Swap Prices on SEF platforms

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Following on from my article SEF, Oct 2, What does the SDR Data show? I wanted to take a further look at what else we can observe in SDRView. In this article, I am going to look at USD Swap Volumes and Prices on SEF platforms.

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SEFs: Who's joined the party?

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Nearly 2 weeks ago, Tullet Prebon announced their SEF filing with the CFTC, which inspired me to do some research into the SEF registrations to date. I blogged about it here; who they are, what they had planned to provide, etc. Towards the end of the blog, I posed the question, where were ICAP, BGC, and Tradition?

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Can you Calculate Your Initial Margin and Capital Within Your Swap Execution Facility?

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BBG logoBloomberg have integrated the Initial Margin calculations from SwapClear into their trading platform.  What this provides is:

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Determining if SEF Aggregation Really Matters

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The Smart Automated Agency Broker (SAAB) via Determining if SEF Aggregation Really Matters. Good extract from a paid-for TABB report on alternative ways to get to the new Swap Execution Facility platforms.

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