The latest ISDA SwapsInfo Quarterly Review shows that trading volumes for interest rate derivatives (IRD) and credit derivatives both increased during the first half of 2020 compared with the first half of 2019.
Key highlights for the first half of 2020 include:
- IRD traded notional increased by 4.3% to $143.9 trillion from $138.0 trillion in the first half of 2019. Trade count grew by 19.4% to 893.0 thousand from 747.6 thousand over the same period.
- Cleared IRD transactions represented 91.1% of total traded notional and 84.8% of total trade count.
- SEF-traded IRD represented 58.2% of total traded notional and 63.6% of total trade count.
- Credit derivatives traded notional increased by 40.6% to $6.1 trillion from $4.4 trillion in the first half of 2019. Trade count grew by 38.5% to 169.0 thousand from 122.0 thousand over the same period.
- Cleared credit derivatives transactions represented 83.0% of total traded notional and 82.6% of total trade count.
- SEF-traded credit derivatives represented 79.4% of total traded notional and 79.5% of total trade count.
Click on the PDFs below to read the summary and/or full report.
Documents (2) for SwapsInfo First Half of 2020 and Second Quarter of 2020 Review
Latest
Launch of ISDA Notices Hub and Protocol
ISDA has launched the ISDA Notices Hub and the ISDA 2025 Notices Hub Protocol, giving users a faster and more efficient method for delivering critical notices and reducing the uncertainty and risk of losses that can result from delays. The...
Response to Voluntary Carbon Markets Consultation
On July 10, ISDA responded to the UK government’s consultation on voluntary carbon and nature markets. The UK should continue to play a leading role in promoting the consistent legal treatment of carbon credits internationally, with the development of global...
ISDA Response – ROC Consultation on Revised CDE Version 4
The International Swaps and Derivatives Association, Inc. (ISDA) response to the Regulatory Oversight Committee (ROC) consultation on the harmonisation of critical OTC derivatives data elements (CDE) revised CDE Technical Guidance – version 4, submitted to the ROC on January 24,...
ISDA response to ESMA MiFIR Review Consultation
On July 11, ISDA submitted a response to the European Securities and Markets Authority's (ESMA) fourth package of Level 2 consultation under the Markets in Financial Instruments Regulation Review (MiFIR), on transparency for derivatives, package orders and input/output data for...