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
Updated OTC Derivatives Compliance Calendar
ISDA has updated its global calendar of compliance deadlines and regulatory dates for the over-the-counter (OTC) derivatives space.
Episode 60: Modelling Margin
The ISDA Standard Initial Margin Model has proved to be one of the most consequential industry models ever developed. The Swap talks with two industry veterans involved in its development. Please view this page via Chrome to access the recording.
ISDA Wins Digital Solution of the Year Award
ISDA has won Digital Solution of the Year at the GlobalCapital Global Derivatives Awards 2026 for the ISDA Digital Regulatory Reporting (DRR) initiative and the ISDA Notices Hub. The award recognizes ISDA’s continued work to develop mutualized digital solutions that...
ISDA Launches Digital Emissions Definitions
ISDA has launched a natively digital version of its documentation for emissions allowance transactions, enabling the framework to be updated more efficiently as emissions trading systems (ETSs) evolve. The 2026 ISDA Emissions Transactions Definitions provide standardized documentation for physically settled...