The weekly trading data for security-based credit derivatives reported under SEC regulations is temporary unavailable due to the changes in data reporting fields as the result of the CFTC Rewrite Phase 2, which went live on January 27th, 2024. ISDA Research team is in the process of integrating these changes into the SwapsInfo database and will continue to publish the weekly reports as soon as this integration is complete.
Check out the latest research paper IRD Trading Activity Reported in EU, UK and US Markets: Full Year 2023 and Fourth Quarter of 2023.
2024 YTD vs. 2023 YTDInterest Rate Derivatives
2024 Current Week vs. 2023 Current Week
Credit Derivatives Reported under CFTC Regulations
2024 YTD vs. 2023 YTD
- Total index credit derivatives traded notional and trade count decreased by 20% and 25%, respectively
- CDX HY traded notional and trade count decreased by 32% and 29%, respectively
- CDX IG traded notional and trade count decreased by 23% and 25%, respectively
- iTraxx Europe traded notional and trade count decreased by 26% and 29%, respectively
- 83% of total traded notional was cleared vs. 88% last year
- 82% of total traded notional was executed on SEFs vs. 85% last year
2024 Current Week vs. 2023 Current Week
