Interest Rate Derivatives – Page 10 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

Research Notes | December 6, 2021

Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2021

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

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Research Notes | November 9, 2021

ISDA-Clarus RFR Adoption Indicator: October 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 24.5% in October compared to... Read more

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Research Notes | November 4, 2021

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: August 2021

ISDA has expanded its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported... Read more

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SwapsInfo | November 3, 2021

SwapsInfo Third Quarter of 2021 and Year-to-September 30, 2021 Review

The latest ISDA SwapsInfo Quarterly Review shows that traded notional for both interest rate derivatives... Read more

Documents (2) for SwapsInfo Third Quarter of 2021 and Year-to-September 30, 2021 Review

Research Notes | November 1, 2021

Transition to RFRs Review: Third Quarter of 2021 and Year-to-September 30, 2021

The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more

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Research Notes | October 14, 2021

ISDA-Clarus RFR Adoption Indicator: September 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 20.3% in September compared to... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: September 2021

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derivatiViews | October 6, 2021

A New Standard for Interest Rate Derivatives

Someone using the then-newly minted interest rate derivatives definitions back in 2006 would only have... Read more

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Press Releases | October 4, 2021

Landmark Change in Interest Rate Derivatives Market as New Definitions Take Effect

ISDA has today announced the implementation of its new standard definitional booklet for interest rate... Read more

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Legal | October 4, 2021

2021 ISDA Interest Rate Derivatives Definitions InfoHub

Please note that ISDA no longer supports the 2006 ISDA Definitions – see ISDA’s statement... Read more

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Research Notes | September 28, 2021

Interest Rate Derivatives Trading Activity in the EU, UK and US: July 2021

ISDA has expanded its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported... Read more

Documents (1) for Interest Rate Derivatives Trading Activity in the EU, UK and US: July 2021

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