This is the Q2 2026 edition of our quarterly blog on competition between rates derivatives exchanges and CCPs. It can be directly compared with the Q1 edition and is a complement to our recent Q2 blog on cleared rates swaps volumes. Key takeaways In Q2 2026, the quarter on quarter (QoQ) shifts in the CCP […]

This blog looks at Q2 2026 volumes of FX derivatives (FXD), following the record volumes noted in Q1. Key takeaways In Q2 2026: Read on for more analysis, explanation and volume charts and statistics from CCPView and SDRView. Note on volume statistics Cleared FX OTC derivatives covered by CCPView include NDFs, FX options, FX forwards, NDOs, and spot […]

This blog covers global notional volumes of cleared rates swaps in quarter two (Q2) 2026, focusing on volumes of OIS, fixed-float IRS and zero-coupon swaps with a material volumes’ share for each currency. Key takeaways In Q2 2026 global core cleared rates swaps volumes were US$262 trillion notional – up 23% YoY but down 17% from their Q1 2026 […]

This blog reviews Q2 2026 US-reported volumes and D2D platform market shares of major currency cross-currency swaps risk-trading, continuing the quarterly series from Q1 2026 cross-currency swap volumes and market shares. Key takeaways In Q2 2026 major currency cross-currency basis swaps: Read on for deeper supporting analysis and some charts and data created in SDRView. Blog […]