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
Latest
ISDA ALF: Katherine Tew Darras Opening Remarks
ISDA Annual Legal Forum February 12, 2025 Opening Remarks Katherine Tew Darras ISDA General Counsel Good morning and welcome to the Annual Legal Forum in London. Thanks for joining us today, and thank you to Cleary Gottlieb for sponsoring...
ISDA Response on MIFID Reporting
On January 17, ISDA responded to the European Securities and Markets Authority’s (ESMA) consultation on a review of transaction data reporting under the Markets in Financial Instruments Regulation (MIFIR). In the response, ISDA highlights its support for several changes proposed...
ISDA/IIF Response CCR Hedging
On January 31, ISDA and the Institute of International Finance (IIF) submitted a joint response to the Basel Committee on Banking Supervision’s proposed technical amendment on counterparty credit risk (CCR) hedging exposures. The associations believe the proposed changes to the...
Trading Book Capital Scott O'Malia Welcome Remarks
Trading Book Capital Basel III Implementation and Latest Industry Trends February 5, 2025 Welcoming Remarks Scott O’Malia ISDA Chief Executive Officer Good afternoon and thank you for joining us for this trading book capital event. Thank you to all...