ISDA produces its Market Analysis to correspond with the release of the Bank for International Settlement’s (BIS) semi-annual statistical release. The BIS’s most recent release covered the period ending December 31, 2011.
Our reporting aims to integrate market data to show the impact of clearing, netting, compression and collateral on notional amounts and risk exposures in the over-the-counter (OTC) derivatives markets. Counterparty credit losses from the Office of the Comptroller of the Currency (OCC) report are also presented.
The Market Analysis draws on information sources including LCH.Clearnet’s SwapClear, TriOptima, the DTCC Trade Information Warehouse, Markit, ICE, CME and ISDA Research. Links to data sources are at the end of this paper. ISDA welcomes suggestions from readers regarding additional improvements to the Market Analysis.
Documents (1) for OTC Derivatives Market Analysis, Year-end 2011
Latest
Market Transformation – IQ May 2026
On the 250th anniversary of American independence, this year’s ISDA Annual General Meeting (AGM) was held in Boston, a city that played a prominent role in the American Revolution. In his opening remarks, ISDA chief executive Scott O’Malia drew a...
Updated OTC Derivatives Compliance Calendar
ISDA has updated its global calendar of compliance deadlines and regulatory dates for the over-the-counter (OTC) derivatives space.
Letter to EC and ESMA on Derivatives Framework
On March 27, ISDA sent a letter to the European Commission (EC) and the European Securities and Markets Authority (ESMA) to highlight several technical issues arising from the interaction between the delegated regulation (EU) 2025/1003 on identifying reference data to...
Response on Proposed Changes to Transaction Rules
On May 22, ISDA and the Global Foreign Exchange Division (GFXD) of the Global Financial Markets Association submitted a joint response to the Australian Securities and Investments Commission's (ASIC) consultation on proposed changes to the ASIC Derivative Transaction Rules (Reporting)...