Research

Liquidity Split Persists

Nearly three years on from the introduction of US SEF rules, the euro interest rate swaps market continues to be overwhelmingly traded between European counterparties in Europe, with little participation by US dealers When the Group-of-20 nations agreed their ...

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Snapshot of Asia-Pacific

Good progress has been made in implementing new regulatory reforms in Asia-Pacific, but the derivatives markets are braced for a new wave of clearing mandates, capital requirements ...

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The Shape of the IRD Market

Clearing and compression are playing an increasingly important role in derivatives markets, with more than two thirds of interest rate derivatives notional outstanding cleared and compression reducing IRD notional by approximately 62%.

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Cross-border Fragmentation Persists

More than two years on from the start of the US swap execution facility regime, liquidity in the euro interest rate swaps market remains fragmented

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ISDA SwapsInfo Update: Clearing Up in Q3

The proportion of interest rate derivatives and credit default swap index volume traded on an electronic trading venue and cleared through a central counterparty ...

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ISDA SwapsInfo Q2 Update

Average daily notional volume dropped for both interest rate derivatives and credit default swap indices in the second quarter of 2015, but the proportion traded on ...

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The Drive for Compression

Compression activity has increased significantly over the past year, helping to drive interest rate derivatives notional outstanding levels lower. What’s behind this change?

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The End-User View

A resounding majority of end-user firms see derivatives as a crucial part of their risk management strategies – but they have concerns about certain regulatory changes too

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ISDA SwapsInfo Q1 Update

Chart 1. IRD average daily notional volume: total and SEF/bilateral (US$ billions)

Average daily interest rate derivatives volume increased over the first three months of this year, while volumes in the credit default swap index market shrank slightly.

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