The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and index credit default swaps (CDS) trading activity. The report provides a breakdown of publicly available data to analyze the impact of regulatory change on swap execution facility (SEF) and bilateral trading volumes, as well as cleared and non-cleared activity.
Interest rate derivatives and index CDS traded notional and trade count data is taken from the ISDA SwapsInfo website (swapsinfo.org), using information from the Depository Trust & Clearing Corporation and Bloomberg swap data repositories (SDRs).
Documents (1) for SwapsInfo First Quarter 2017 Review
Latest
IRD Trading in Mainland China and Hong Kong
This report examines interest rate derivatives (IRD) trading activity in mainland China and Hong Kong in the first half of 2026. Onshore renminbi (RMB) IRD traded notional in mainland China rose to $3.4 trillion in the first half of 2026,...
ISDA In Review – October 2026
A compendium of links to new documents, research papers, press releases and comment letters published by ISDA in October 2026.
ISDA Recommendations on EMIR under MISP
On November 2, ISDA published its recommendations on the European Parliament compromise amendments to the European Market Infrastructure Regulation (EMIR) under the Market Integration and Supervision Package (MISP). The briefing covers five areas: transaction reporting (Article 9), non-financial counterparties (Article...
Response on UK MIFIR Reporting Guidelines
On November 6, ISDA responded to the Financial Conduct Authority’s (FCA) consultation CP26/34 ‘Preparing for the new transaction reporting regime’ on the upcoming changes to the UK Markets in Financial Instruments Regulation (MIFIR) transaction reporting regime, as set out in...