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Derivatives

Outstanding Credit, FX, I-Rate Swaps Increases

The outstanding notional value of credit-default swaps has grown by 31% in the first six months of the year, while the combined interest rate and currency swaps market has grown 14%, according to an ISDA mid-year flash survey.

At the end of June, there was USD1.2 trillion in outstanding credit-default swaps, compared with USD918.8 billion at the end of last year. The outstanding notional value of interest rate and currency swaps combined was USD79.1 trillion at the end of June compared with USD69.2 trillion at the end of last year. For equity derivatives products the outstanding notional value was USD2.2 trillion at mid-year. ISDA surveyed its 212 primary members and received responses from 76 members for credit-default swaps data, 83 members for interest rate and fx swaps data and 75 for equity swaps data.

 

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