Tag: clarus

SEF volumes died last week – so when and where will they return?

Post author By admin
Post date February 25, 2014
Categories In Commentary
2 Comments on SEF volumes died last week – so when and where will they return?

Turned out the first week of mandatory SEF trading was a Big Bang, just in the wrong direction. Reported SEF volumes for interest rate swaps fell off a cliff for the week of February 17th, dropping 64% (revised down slightly as new data became available) from the 2014 weekly average SEF traded volume (thanks as […]