Interest Rate Derivatives – Page 13 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

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

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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

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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

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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

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Research Notes November 10, 2020

ISDA-Clarus RFR Adoption Indicator: October 2020

The ISDA-Clarus RFR Adoption Indicator tracks how much global trading activity (as measured by DV01)... Read more

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SwapsInfo October 29, 2020

SwapsInfo Third Quarter of 2020 and Year-to-September 30, 2020 Review

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

Documents (2) for SwapsInfo Third Quarter of 2020 and Year-to-September 30, 2020 Review

Research Notes October 22, 2020

Transition to RFRs Review: Third Quarter of 2020 and Year-to-September 30, 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: Third Quarter of 2020 and Year-to-September 30, 2020

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Research Notes October 13, 2020

ISDA-Clarus RFR Adoption Indicator: September 2020

The ISDA-Clarus RFR Adoption Indicator tracks how much global trading activity (as measured by DV01)... Read more

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

ISDA-Clarus RFR Adoption Indicator 2020-09(pdf) will open in a new tab or window

Research Notes September 9, 2020

ISDA-Clarus RFR Adoption Indicator: August 2020

The ISDA-Clarus RFR Adoption Indicator is intended to track how much global trading activity (as... Read more

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

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

Research Notes August 11, 2020

ISDA-Clarus RFR Adoption Indicator: July 2020