My Monthly Swaps Data Review for Risk Magazine was published on Friday.
This looks at volumes of Credit Derivatives in the 4-month period to July 2017, showing:
- Global Cleared Volumes
- CDS Index represents 86% and CDS 14% of volume
- ICE Clear Credit is the largest CCP with 75% of the volume
- iTraxx Europe is the largest product with 41% of the volume
- Swap Execution Facility Volumes
- CDS Index volume at $1.9 trillion is 60% of the global cleared volume
- Bloomberg has 80% share
- Tradeweb is next with 12%
- Options $23 billion in the 4-month period
- Swap Data Repository
- Execution times, prices and volumes of trades for CDX.NA.IG.S28
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