SwapsInfo Fourth Quarter 2015 Review

The ISDA SwapsInfo Quarterly Review provides analysis on interest rate derivatives and credit default swap index trading activity. The report provides a breakdown of publicly available data to analyze the impact of regulatory change on swap execution facility and bilateral trading volumes, as well as cleared and non-cleared activity.

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.

Documents (1) for SwapsInfo Fourth Quarter 2015 Review

ISDA Expands SwapsInfo with US FX Derivatives Data

ISDA has expanded its SwapsInfo website to include data on US-reported foreign exchange (FX) derivatives, further increasing transparency in the over-the-counter (OTC) derivatives market. The new FX section provides insights into trading activity in FX forwards, swaps and options. Users...

ISDA Feedback on Identifying Reference Data

On July 20, ISDA submitted feedback to the European Securities and Markets Authority (ESMA) on draft Level 3 guidance on several technical issues caused by the interaction of the recently adopted regulatory technical standard on derivatives transparency (RTS 2) and...