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

Key IRD Trends from BIS 2025 Survey

This paper highlights changes in over-the-counter (OTC) interest rate derivatives (IRD) markets between April 2022 and April 2025, based on data from the Bank for International Settlements (BIS) Triennial Central Bank Survey. The survey provides a comprehensive view of global...

RMB IRD Growth in Mainland China & Hong Kong

This report analyzes interest rate derivatives (IRD) activity in mainland China and Hong Kong, with a particular focus on renminbi (RMB)-denominated IRD. It examines market growth, structure and integration across onshore and offshore centers, and places these developments within the...