Episode 41

2023 SEF volumes and share in SOFR swaps

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About this Episode

In this episode, Amir dives into the world of SEF (Swap Execution Facility) volumes and market share. Amir and Chris share their key takeaways from a recent blog post on SOFR swaps. The conversation explores the differences between dealer-to-dealer (D2D) and dealer-to-client (D2C) trading, with a focus on spreadover trades and how they are executed. The episode also touches on the potential impact of high-frequency trading on the SEF landscape.

#ION #IONMarkets #ClarusFT #FinancialMarkets #SEFvolumes #SOFRSwap #D2DvsD2C #TradingAnalysis #Treasuries #Spreadovers