February 28, 2017
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and index credit default swaps (CDS) trading activity. The report provides a breakdown of publicly available data to analyze the impact of regulatory change on swap execution facility (SEF) and bilateral trading volumes, as well as cleared and non-cleared activity.
Interest rate derivatives and index CDS traded notional and trade count data is taken from the ISDA SwapsInfo website (swapsinfo.org), using information from the Depository Trust & Clearing Corporation and Bloomberg swap data repositories (SDRs).
Share This Article:
Share SwapsInfo Fourth Quarter 2016 Reviewon Facebook. May trigger a new window or tab to open. Share SwapsInfo Fourth Quarter 2016 Reviewon Twitter. May trigger a new window or tab to open. Share SwapsInfo Fourth Quarter 2016 Reviewon LinkedIn. May trigger a new window or tab to open. Share SwapsInfo Fourth Quarter 2016 Reviewvia email. May trigger a new window or your email client to open.