The ISDA SwapsInfo Quarterly Review provides analysis on interest rate derivatives and credit default swap (CDS) index trading activity. The report provides a breakdown of publicly available data to analyze the impact of regulatory change on electronic and bilateral trading volumes, as well as cleared and non-cleared activity.
The research shows that electronic trading volumes continued to play an important role in total trading activity during the first quarter of 2015. More than half of interest rate derivatives and 70% of CDS index average daily notional volumes were traded on electronic execution venues in the first quarter of the year. On average, more than 70% of interest rate derivatives and 80% of CDS index daily notional volume was cleared during the three-month period.
Interest rate derivatives and CDS index notional volume and trade count data is taken from the ISDA SwapsInfo site (swapsinfo.org), using data from the Depository Trust & Clearing Corporation and Bloomberg swap data repositories (SDRs).
Documents (1) for SwapsInfo First Quarter 2015 Review
Latest
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.
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.
ISDA, SIFMA and FIA Comment on Enhanced Supplementary Leverage Ratio Reforms
ISDA, the Securities Industry and Financial Markets Association (SIFMA) and FIA have submitted a joint comment letter to the Federal Reserve, Federal Deposit Insurance Corporation and Office of the Comptroller of the Currency strongly supporting the proposed recalibration of the...
Joint Letter on eSLR
On August 26, ISDA, the Securities Industry and Financial Markets Association (SIFMA) and FIA submitted a joint comment letter to the Federal Reserve, Federal Deposit Insurance Corporation (FDIC), and the Office of the Comptroller of the Currency (OCC), expressing strong...