ISDA: Key Trends in the Size and Composition of OTC Derivatives Market

December 10, 2018

A new research paper has been posted on ISDA.org:

Key Trends in the Size and Composition of OTC Derivatives Market

This paper analyzes recent trends in the size and composition of over-the-counter (OTC) derivatives markets, using the latest data from the Bank for International Settlements (BIS) and ISDA.

According to the BIS, OTC derivatives notional outstanding increased during the first half of 2018, driven largely by a rise in short-term US dollar-denominated interest rate derivatives (IRD) contracts. This increase in notional outstanding can also be seen in swap trading volumes in the US, as trading in short maturity US dollar IRD products rose significantly.

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