ISDA is expanding its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported in Europe.
ISDA is expanding its SwapsInfo analysis to include interest rate #derivatives (IRD) #trading activity reported in Europe. Click here to read ISDA's new report, Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: https://t.co/lYC4IU6r2i pic.twitter.com/G07Pb9QtWt
— ISDA (@ISDA) August 10, 2021
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
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