ISDA has expanded the ISDA SwapsInfo website to include interest rate derivatives (IRD) trading activity reported in the EU and UK. The new data is based on transactions publicly reported by 30 European approved publication arrangements (APAs) and trading venues (TVs).
ISDA SwapsInfo brings greater transparency to the over-the-counter (OTC) derivatives markets by transforming publicly available data on OTC derivatives trading volumes and exposures into information that is easy to chart, analyze and download.
In addition to covering IRD and credit derivatives markets in the US, the expanded website now provides new data on IRD markets in the EU and UK. European data is based on the location of reporting venues (EU versus UK), product taxonomy, currency, tenor and execution venue.
UK IRD trading activity is measured by IRD traded notional and trade count reported by APAs and TVs located in the UK, while EU IRD trading activity is measured by IRD traded notional and trade count reported by APAs and TVs located in the EU. US trading activity is based on information from the Depository Trust & Clearing Corporation’s swap data repository, which only includes trades that are required to be disclosed under US regulations.
EU and UK transaction data is available from May 2021. The data is displayed on a weekly basis with a five-week delay due to post-trade transparency deferrals.
To access the expanded SwapsInfo website, click here.
To learn more about the methodology and data limitations, click here.
Latest
Response to FASB on KPIs for Business Entities
On April 30, ISDA submitted a response to the Financial Accounting Standards Board’s (FASB) proposal on financial key performance indicators (KPIs) for business entities. In the response, ISDA addressed the implications of KPI standardization, its potential impact on financial reporting...
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.
Response on Commodity Derivatives Markets
On April 22, ISDA and FIA submitted a joint response to the European Commission’s (EC) consultation on the functioning of commodity derivatives markets and certain aspects relating to spot energy markets. In addition to questions on position management, reporting and...
Episode 50: The Value of Derivatives
A new report from ISDA shows that companies all over the world use derivatives to alleviate uncertainty, transfer risk and enhance profitability. ISDA discusses the findings with Boston Consulting Group’s Roy Choudhury. Please view this page via Chrome to access...