ISDA Expands SwapsInfo Data to Europe

Shanny Basar
Trading Europe From ‘Across the Pond’

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.

Source: ISDA

Related articles

  1. Clients want consolidated data in midst of high volatility and price fluctuations.

  2. Allowing algorithms to control the supply and demand of crypto was challenged by Terra Luna.

  3. Italy Joins T2S

    The move allows Euronext to fully control and directly manage its core IT infrastructure.

  4. First products will include cash-settled Bitcoin and Ether futures and options.

  5. Morningstar offers more than 25,000 indices calculated across all major asset classes, styles and strategies.