This blog reviews Q3 2026 US-reported volumes and D2D platform market shares of major currency cross-currency swaps risk-trading, continuing the quarterly series from the Q2 edition. Key takeaways In Q3 2026 major currency cross-currency basis swaps: Read on for supporting analysis of charts and data created in SDRView. Blog scope We continue to focus on US-reported […]

This blog reviews the Q3 2026 D2D platform market share dynamics of major currency rates swaps risk-trading, continuing from the last quarterly edition. Key takeaways We sourced the charts and statistics from SDRView. Background Here we focus on D2D platforms’ bread-and-butter trading activity in cleared OIS and fixed float IRS. We exclude compressions to keep the focus on risk-trading. […]

We estimate Q2 2026 FX IM optimization (IMO) hedge volumes and market share, based on US-reported daily NDF volumes sourced from SDRView. Key takeaways Q2 2026 estimates indicate that: If Capitolis can overcome its late mover disadvantage, it should expect further market share gains from LSEG (London Stock Exchange Group) and OSTTRA. Background If you […]

From the end of June 2026 quarterly CPMI-IOSCO Quantitative Disclosures by clearinghouses captured by CCPView, this blog focuses on cleared IM for rates swaps, credit derivatives (CRD), and exchange-traded derivatives (ETD). Key takeaways The Q2 2026 disclosures show different IM dynamics across the three product groups: IM for cleared rates swaps Chart 1: IRS IM by […]