This blog looks at Q3 2026 volumes of FX derivatives (FXD), following the record volumes noted in the Q2 edition. Key takeaways Q3 2026 FXD volumes were a mixed bag: Read on for more analysis, explanation and volume charts and statistics from CCPView and SDRView. Cleared FXD volumes We look at cleared FXD by product type: NDFs, FX […]

This blog looks at the most active issuer names traded in September 2026 on US-reported single-name credit default swaps (CDS). This follows the March 2026 edition in the series – aligned to the conventional CDS volume peaks near March and September IMM dates. Key takeaways Data coverage I use the “Most Active” tab from SBSDRView to […]

This blog covers Q3 2026 volumes of global cleared rates swaps risk-trading products focusing on OIS, fixed-float IRS, and zero-coupon swaps – including each product for a currency if it had a material volume share. We exclude FRAs (primarily used for reset exposure hedging) and basis swaps (primarily used for interest rate basis hedging). Key takeaways In Q3 […]

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 […]