Interest Rate Derivatives Trading Activity in the EU, UK and US: May 2021

ISDA is expanding its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported in Europe.

The analysis, believed to be the first of its kind, is based on transactions publicly reported by 30 European approved publication arrangements and trading venues for May 2021. The report analyzes European transactions based on the location of reporting venues (EU versus UK), currency, product taxonomy, execution venue and cleared status.

The analysis also compares European IRD reported trading activity to what is reported in the US. US trading activity analysis is based on information from the Depository Trust & Clearing Corporation swap data repository, which only includes trades that are required to be disclosed under US regulations.

Documents (1) for Interest Rate Derivatives Trading Activity in the EU, UK and US: May 2021

Joint Letter on Simplification of EU Taxonomy

On October 6, ISDA, the Association for Financial Markets in Europe (AFME), the European Fund and Asset Management Association (EFAMA), the European Association of Co-operative Banks (EACB) and the European Banking Federation (EBF) published a policy statement in support of...

Paper on Removal of SI Regime

On October 10, ISDA, the Association for Financial Markets in Europe (AFME) and the International Capital Market Association (ICMA) published a paper on the practical implications of the recent discontinuation of the systematic internalizer (SI) regime for derivatives, bonds and...

Episode 52: Innovative Thinking

The pace of change in derivatives markets shows no sign of letting up, with rapid evolution across trading, regulation and technology. Industry veteran Don Wilson, founder of trading firm DRW, talks to The Swap about some of the biggest trends....