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 ISDA-Clarus RFR Adoption Indicator: May 2021
Tag: Interest Rate Derivatives
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 Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2020
Documents (1) for Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2020
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 ISDA-Clarus RFR Adoption Indicator: April 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: April 2021
SwapsInfo First Quarter of 2021 Review
The latest ISDA SwapsInfo Quarterly Review shows that trading volumes for both interest rate derivatives... Read more SwapsInfo First Quarter of 2021 Review
Documents (2) for SwapsInfo First Quarter of 2021 Review
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 Transition to RFRs Review: First Quarter of 2021
Documents (1) for Transition to RFRs Review: First Quarter of 2021
ISDA Guidance: Japan Summer 2021 Holiday Changes
ISDA guidance for parties to over-the-counter derivative transactions affected by the holiday changes happening in... Read more ISDA Guidance: Japan Summer 2021 Holiday Changes
Documents (3) for ISDA Guidance: Japan Summer 2021 Holiday Changes
- ISDA Japanese Summer 2021 Holiday Changes - FX Definitions(pdf) will open in a new tab or window
- ISDA Japanese Summer 2021 Holiday Changes - 2006 ISDA Definitions(pdf) will open in a new tab or window
- ISDA Japanese Summer 2021 Holiday Changes - Equity Derivatives(pdf) will open in a new tab or window
ISDA-Clarus RFR Adoption Indicator: March 2021
ISDA-Clarus RFR Adoption Indicator decreased to 8.8% in March compared to 10.6% the prior month.... Read more ISDA-Clarus RFR Adoption Indicator: March 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: March 2021
ISDA Guidance: SOFR Publication on Good Friday 2021
ISDA guidance for parties to over-the-counter derivative transactions affected by expected non-publication of SOFR on... Read more ISDA Guidance: SOFR Publication on Good Friday 2021
Documents (1) for ISDA Guidance: SOFR Publication on Good Friday 2021
ISDA-Clarus RFR Adoption Indicator: February 2021
ISDA-Clarus RFR Adoption Indicator increased to 10.6% in February compared to 10.0% the prior month.... Read more ISDA-Clarus RFR Adoption Indicator: February 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: February 2021
ISDA-Clarus RFR Adoption Indicator: January 2021
ISDA-Clarus RFR Adoption Indicator was 10.0% in January, flat compared to the prior month. The... Read more ISDA-Clarus RFR Adoption Indicator: January 2021