Interest Rate Derivatives – Page 11 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

Research Notes | August 11, 2021

ISDA-Clarus RFR Adoption Indicator: July 2021

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 14.1% in July compared... Read more

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Research Notes | August 10, 2021

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

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

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Research Notes | August 4, 2021

Transition to RFRs Review: First Half of 2021 and the Second Quarter of 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 | July 12, 2021

ISDA-Clarus RFR Adoption Indicator: June 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 11.7% in June compared to... Read more

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Press Releases | June 14, 2021

ISDA Publishes First Digital Definitions for Interest Rate Derivatives

ISDA has published an updated and enhanced version of its landmark definitional booklet for interest... Read more

Documents (1) for ISDA Publishes First Digital Definitions for Interest Rate Derivatives

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Research Notes | June 10, 2021

ISDA-Clarus RFR Adoption Indicator: May 2021

ISDA-Clarus RFR Adoption Indicator increased to 10.7% in May compared to 10.1% the prior month.... Read more

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Research Notes | May 26, 2021

Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2020

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 | May 13, 2021

ISDA-Clarus RFR Adoption Indicator: April 2021

ISDA-Clarus RFR Adoption Indicator increased to 10.1% in April compared to 8.7% the prior month.... Read more

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

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SwapsInfo | May 4, 2021

SwapsInfo First Quarter of 2021 Review

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

Documents (2) for SwapsInfo First Quarter of 2021 Review

Research Notes | April 27, 2021

Transition to RFRs Review: First Quarter of 2021

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

Documents (1) for Transition to RFRs Review: First Quarter of 2021

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