3Q22 CCP Volumes and Share in IRD

Clarus CCPView has daily volume and open interest data published by each CCP, which is filtered, normalised and aggregated to allow meaningful comparisons of volumes. Today we look at 3Q22 Volume and market share in IRD for: USD Swaps (LIBOR, OIS, SOFR) EUR Swaps (EURIBOR, OIS, €STR) GBP Swaps (LIBOR, SONIA) JPY Swaps (IBOR, TONA) AUD Swaps (BBSW, […]

New RFR Trading Records Everywhere we Look

The ISDA-Clarus RFR Adoption Indicator has stayed above 50% for the second month. In September 2022 it remained at 51%. SOFR adoption was at 56.6%, the second highest on record.  €STR trading increased to 23.5%. Trading activity in RFRs hit all-time records across DV01 and notional amounts traded. The ISDA-Clarus RFR Adoption Indicator for September […]

3Q22 CCP Volumes and Share in CRD

A review of Credit Derivatives (CRD) volumes and market share at Clearing Houses (CCPs) in 3Q 2022. Index, Single-name and Swaptions Volumes in 3Q slightly up on 2Q and significantly up on a year earlier USD CRD volumes up 36% in 3Q 2022 compared to 3Q 2021 EUR CRD volumes up 58% in 3Q 2022 […]