This blog is the Q2 2026 edition of our quarterly blog on US-reported OTC equity derivatives volumes. We expand the focus from the inaugural Q1 edition to cover equities total return swaps (TRS) in the top six currencies – USD, EUR, CNY and HKD combined, JPY, and GBP – which were 91% of the Q2 […]

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 […]