Derivatives Market Analysis: Interest Rate Derivatives

Clearing and portfolio compression are having an increasingly significant effect on the interest rate derivatives (IRD) market, with more than two-thirds of IRD notional outstanding now cleared and compression reducing the size of the market by approximately 62%.

Documents (1) for Derivatives Market Analysis: Interest Rate Derivatives

Response to FCA on Post-trade Transparency

On October 16, ISDA responded to the Financial Conduct Authority’s (FCA) consultation CP26/30.  While the consultation is principally focused on cash equity market structure and transparency, ISDA responded to questions on the potential inclusion of equity swaps in the scope...

Efficiency is Vital to Delivering Resilience

With less than three months to go until implementation of US Treasury clearing begins at the end of this year, it’s critical that the mandate is safely implemented without compromising market efficiency. This represents a huge change in market structure,...