Markets ConversatION

Episode 41: 2023 SEF volumes and share in SOFR swaps

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.

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