Search
Search
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.

To UNSUBSCRIBE from this mailing list, please contact press@isda.org.

Markets Media Follow

Digital publisher covering trading & technology in capital markets. @FIXGlobalOnline @TheBondDesk @BestExecution @DerivSource @WomeninFinanceM @TraderTeeVee

marketsmedia
marketsmedia Markets Media @marketsmedia ·
11 Dec

It's been a month since we had our Women In Finance Awards in New York City at the Plaza! Take a look back tab some moments, and nominate for our upcoming awards in Mexico City and Singapore here: https://www.marketsmedia.com/category/events/

4

Reply on Twitter 1999188486557982867 Retweet on Twitter 1999188486557982867 Like on Twitter 1999188486557982867 Twitter 1999188486557982867
Retweet on Twitter Markets Media Retweeted
sta_national SecurityTradersAssn. @sta_national ·
11 Dec

Citadel Securities told the SEC that trading tokenized equities should remain under existing market rules, a position that drew responses from various crypto industry groups. @ShannyBasar for @MarketsMedia:

Reply on Twitter 1999121995724726480 Retweet on Twitter 1999121995724726480 2 Like on Twitter 1999121995724726480 1 Twitter 1999121995724726480
Retweet on Twitter Markets Media Retweeted
sta_national SecurityTradersAssn. @sta_national ·
4 Dec

SEC Commissioner Mark Uyeda argued that private assets belong in retirement plans, saying diversified alts can improve risk-adjusted returns and that the answer to optimal exposure “is not zero.” @ShannyBasar reporting for @MarketsMedia:

Reply on Twitter 1996602898214432805 Retweet on Twitter 1996602898214432805 3 Like on Twitter 1996602898214432805 2 Twitter 1996602898214432805
marketsmedia Markets Media @marketsmedia ·
2 Dec

COO of the Year Award winner! 🏆
Discover how Jennifer Kaiser of Marex earned the 2025 Women in Finance COO of the Year recognition.

Reply on Twitter 1995914579004506550 Retweet on Twitter 1995914579004506550 Like on Twitter 1995914579004506550 Twitter 1995914579004506550
Load More

Related articles

  1. Daily Email Feature

    SEC's Crenshaw Warns on Markets Turning into Casinos

    The only Democrat Commissioner says the speed of regulation and the lack of public comment is unsettling.

    12.11.2025 By Shanny Basar , Senior Writer
  2. From The Markets

    ESMA Chair to Step Down at End of Current Term

    The EU regulator will launch the process for selecting a replacement for Verena Ross.

    12.10.2025 By Shanny Basar , Senior Writer
  3. Daily Email Feature

    CFTC's Pilot for Digital Asset Collateral is 'Massive'

    This opens a path for FCMs to use digital assets as customer collateral under CFTC regulation.

    12.09.2025 By Shanny Basar , Senior Writer
  4. From The Markets

    SEC Clears the Way for Equities Tokenization

    Regulator ends probe examining if Ondo’s tokenization of real-world assets complied with securities laws.

    12.09.2025 By Shanny Basar , Senior Writer
  5. From The Markets

    SEC Amends Global Research Analyst Settlement

    There has been less Wall Street research for small and medium-sized companies since 2004.

    12.08.2025 By Shanny Basar , Senior Writer

We're Enhancing Your Experience with Smart Technology

We've updated our Terms & Conditions and Privacy Policy to introduce AI tools that will personalize your content, improve our market analysis, and deliver more relevant insights.These changes take effect on Aug 25, 2025.
Your data remains protected—we're simply using smart technology to serve you better. [Review Full Terms] | [Review Privacy Policy] Please review our updated Terms & Conditions and Privacy Policy carefully. By continuing to use our services after Aug 25, 2025, you agree to these

Close the CTA