This blog reviews Q1 2026 cross-currency swap volumes and platform market shares, following on from our recent blog on a similar theme for the whole of 2025. We focus on US-reported cross-currency basis swaps in USD versus the five other major currencies. We use SDRView to aggregate volumes, DV01, and trade count by month and quarter. Key takeaways […]

This blog covers D2D platform shares of core rates swaps in G6 currencies in Q1 2026. Key takeaways Read on for further analysis and explanation. All the charts and statistics in this blog were sourced from SDRView. Background We focus on the core rates swap products: cleared OIS and fixed-float IRS, of which at least […]

This post continues our quarterly strikes analysis of USD swaptions, which are typically 50 percent or more of swaptions volumes in all currencies. If you are new to swaptions, some basics are outlined at the start of the earlier Q1 blog. You may also wish to keep open on the side our recent blog on […]

Clearinghouses published at the end of December their latest CPMI-IOSCO Quantitative Disclosures for Q4 2025. Key takeaways On 31 December 2025: Background Under the CPMI-IOSCO Public Quantitative Disclosures, central counterparties (CCPs) publish over 200 quantitative data fields covering margin, default resources, credit risk, collateral, liquidity risk, back-testing, and more. We focus on IM for cleared […]