Interest Rate Derivatives – Page 12 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

FX | April 15, 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

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

Research Notes | April 14, 2021

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

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

ISDA-Clarus RFR Adoption Indicator March 2021(pdf) will open in a new tab or window

Interest Rate | March 23, 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

Documents (1) for ISDA Guidance: SOFR Publication on Good Friday 2021

SOFR Good Friday notification 2021(pdf) will open in a new tab or window

Research Notes | March 9, 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

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

ISDA-Clarus RFR Adoption Indicator February 2021(pdf) will open in a new tab or window

Research Notes | February 10, 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

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

ISDA-Clarus RFR Adoption Indicator January 2021(pdf) will open in a new tab or window

SwapsInfo | February 2, 2021

SwapsInfo Full Year 2020 and the Fourth Quarter of 2020 Review

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

Documents (2) for SwapsInfo Full Year 2020 and the Fourth Quarter of 2020 Review

Research Notes | January 28, 2021

Transition to RFRs Review: Full Year 2020 and the Fourth Quarter of 2020

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: Full Year 2020 and the Fourth Quarter of 2020

Transition to RFRs Review Full Year 2020 and Q4 of 2020(pdf) will open in a new tab or window

Research Notes | January 14, 2021

ISDA-Clarus RFR Adoption Indicator: December 2020

The ISDA-Clarus RFR Adoption Indicator increased to 10.0% in December compared to 8.3% the prior... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: December 2020

ISDA-Clarus RFR Adoption Indicator December 2020(pdf) will open in a new tab or window

Research Notes | December 10, 2020

ISDA-Clarus RFR Adoption Indicator: November 2020

The ISDA-Clarus RFR Adoption Indicator declined to 8.3% in November compared to 11.6% the prior... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: November 2020

ISDA-Clarus RFR Adoption Indicator November 2020(pdf) will open in a new tab or window

Research Notes | November 24, 2020

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

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

Documents (1) for Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2020

Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2020(pdf) will open in a new tab or window