SwapsInfo Third Quarter 2016 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 Third Quarter 2016 Review

Assessing Tokenized MMFs as Eligible Collateral

Distributed ledger technology and digital assets have matured from their early stages to solutions capable of addressing longstanding inefficiencies in collateral management. Tokenized money market funds (TMMFs) represent a particularly promising area for the application of this technology, combining the...

Response to EC on Carbon Accounting

On October 5, ISDA responded to the Joint Research Centre (JRC) of the European Commission (EC) survey, drawing on input from five member firms across the banking, exchange and market-data sectors. The response highlighted broad support for internationally recognized carbon...