ISDA: New Survey on Derivatives Market Liquidity and COVID-19

29 June 2020

The survey explores the impact of the coronavirus pandemic on derivatives market liquidity. The survey investigates the causes of the liquidity disruption that occurred in March 2020, the scope and extent of the problem, and the impact of government intervention.

Highlights from the survey include:

The survey was based on responses by 172 buy- and sell-side market participants from across the globe.

Read the full survey by clicking on the PDF below.

The Impact of COVID-19 on Swaps Market Liquidity(pdf)

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