Interest Rate Derivatives – International Swaps and Derivatives Association

To experience the full functionality of the ISDA website, it is necessary to enable Javascript in your browser.
Here are instructions on how to enable JavaScript in your web browser.

Tag: Interest Rate Derivatives

Interest Rate | June 25, 2024

CDOR Fallbacks Webinar

On June 17, ISDA hosted a webinar on the application of fallbacks for CDOR in... Read more

Documents (0) for CDOR Fallbacks Webinar

Research Notes | June 24, 2024

Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2023

The latest data from the Bank for International Settlements (BIS) over-the-counter (OTC) derivatives statistics shows... Read more

Documents (1) for Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2023

Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2023(pdf) will open in a new tab or window

Research Notes | June 14, 2024

IRD Trading Activity Reported in EU, UK and US Markets: First Quarter of 2024

The report analyzes interest rate derivatives (IRD) trading activity reported in Europe. The analysis is... Read more

Documents (1) for IRD Trading Activity Reported in EU, UK and US Markets: First Quarter of 2024

IRD Trading Activity Reported in EU, UK and US Markets First Quarter of 2024(pdf) will open in a new tab or window

Interest Rate | May 15, 2024

International Money Market Dates Market Practice Note

May 15, 2024, updated June 26, 2024 On May 15, ISDA published the attached market... Read more

Documents (1) for International Money Market Dates Market Practice Note

Market Practice Note IMM dates 042224 + Table 062624(pdf) will open in a new tab or window

Interest Rate | May 15, 2024

IMM CAD Market Practice Note

On May 15, ISDA published the attached market practice note regarding the effective date for... Read more

Documents (1) for IMM CAD Market Practice Note

Market Practice Note IMM CAD 051524(pdf) will open in a new tab or window

SwapsInfo | May 13, 2024

SwapsInfo First Quarter of 2024 Review

The latest ISDA SwapsInfo Quarterly Review shows that interest rate derivatives (IRD) traded notional and... Read more

Documents (1) for SwapsInfo First Quarter of 2024 Review

SwapsInfo First Quarter of 2024 Review(pdf) will open in a new tab or window

Research Notes | April 17, 2024

Interest Rate Derivatives, Benchmark Rates and Development of Financial Markets in EMDEs

This paper outlines the critical role of interest rate derivatives (IRDs) in supporting the development... Read more

Documents (1) for Interest Rate Derivatives, Benchmark Rates and Development of Financial Markets in EMDEs

Interest Rate Derivatives, Benchmark Rates and Development of Financial Markets in EMDEs(pdf) will open in a new tab or window

Surveys | April 16, 2024

ISDA Margin Survey Year-end 2023

The ISDA Margin Survey analyzes the amount and type of initial margin (IM) and variation... Read more

Documents (1) for ISDA Margin Survey Year-end 2023

ISDA Margin Survey Year End 2023(pdf) will open in a new tab or window

Press Releases | April 15, 2024

ISDA Survey: Japan’s Derivatives Market Set for Expansion

Tokyo and Singapore will be the top locations for derivatives trading in the Asia-Pacific region... Read more

Documents (1) for ISDA Survey: Japan’s Derivatives Market Set for Expansion

ISDA Survey Japans Derivatives Market Set for Expansion(pdf) will open in a new tab or window

Research Notes | March 27, 2024

IRD Trading Activity Reported in EU, UK and US Markets: Full Year 2023 and Fourth Quarter of 2023

This report analyzes interest rate derivatives (IRD) trading activity reported in Europe. The analysis is based... Read more

Documents (1) for IRD Trading Activity Reported in EU, UK and US Markets: Full Year 2023 and Fourth Quarter of 2023

IRD Trading Activity Reported in EU, UK and US Markets - Full Year 2023 and Fourth Quarter of 2023(pdf) will open in a new tab or window