Swaps Data Review: Credit Derivative volumes

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

Please click here for free access to the full article on Risk.Net