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08.16.2016
From The Markets

ISDA Provides Swaps Info for the Second Quarter 2016

08.16.2016
A new ISDA Research Note has been posted on ISDA.org:

SwapsInfo Second Quarter 2016 Review

The ISDA SwapsInfo Quarterly Review provides analysis on interest rate derivatives (IRD) and credit default swap (CDS) index trading activity reported to US data repositories.

Key highlights of the 2016 second quarter include:

  • Average daily notional trading volume for interest rate derivatives rose 24.6% in the second quarter of 2016 compared with the corresponding period in 2015.
  • Clearing accounted for 74.0% of average daily IRD trade counts and 83.9% of average daily notional volume in the second quarter of 2016.
  • More than half of average daily IRD trading activity was executed on a swap execution facility (SEF) during the second quarter: 52.5% by trade count and 55.8% by notional volume.
  • In the CDS index market, total average daily CDS index trade counts increased by 9.0% and notional volume rose by 1.1% compared with the second quarter of 2015. CDS average daily trade size declined by 7.2% over the same period.
  • Clearing accounted for 81.9% of average daily trade counts and 81.4% of average daily notional volume in the second quarter of 2016. SEF trading accounted for 78.9% of average daily trade counts and 76.5% of average daily notional volume.
 

 
 

ISDA, 360 Madison Avenue, 16th Floor, New York, NY 10017, Phone +1 (212) 901-6000 ®ISDA is a registered trademark of the International Swaps and Derivatives Association, Inc. Copyright © 2015 International Swaps and Derivatives Association, Inc. Click here for ISDA’s Privacy Policy.

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marketsmedia Markets Media @marketsmedia ·
3 Oct

Markets Media Group was pleased to host the 2025 European Women in Finance Awards last night at Claridge’s in London.
#WomeninFinance #WIF #EuropeanFinance #FinanceCommunity

See the full list of winners here: https://www.marketsmedia.com/2025-european-women-in-finance-awards-the-winners/

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marketsmedia Markets Media @marketsmedia ·
30 Sep

We are excited to announce the finalists for the 2025 U.S. Women in Finance Awards! Congratulations to all!

Check out the full list here:


#WomeninFinance #WIF #financeindustry

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marketsmedia Markets Media @marketsmedia ·
30 Sep

Nominations are NOW OPEN for the 2026 Women in Finance LatAm Awards! Do you know a standout leader, innovator, or rising star? Nominate her today!

Learn more & submit your nomination:

#WomeninFinance #Finance #WIF

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24 Sep

HSBC AI Markets harnesses natural language processing to meet market participants’ trading and hedging needs, from pre-trade analysis, to execution, to post-trade. Markets Media caught up with Tom Croft to learn more about the platform.

#AIMarkets

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