Interest Rate Derivatives – Page 14 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

FX | July 8, 2020

ISDA Guidance: Japan Summer 2020 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 2020 Holiday Changes

ISDA Japanese Summer 2020 Holiday Changes - 2006 ISDA Definitions(pdf) will open in a new tab or window
ISDA Japanese Summer 2020 Holiday Changes - Equity Derivatives(pdf) will open in a new tab or window
ISDA Japanese Summer 2020 Holiday Changes - FX Definitions(pdf) will open in a new tab or window

Research Notes | June 22, 2020

IRD Block Trading Activity in the First Quarter of 2020

Interest rate derivatives (IRD) trading volumes increased in in the first quarter of 2020, driven... Read more

Documents (1) for IRD Block Trading Activity in the First Quarter of 2020

IRD Block Trading Activity in the First Quarter of 2020(pdf) will open in a new tab or window

Webcasts & videos | June 16, 2020

Video Interview: 2020 ISDA Interest Rate Derivatives Definitions

Why is there a need for the 2020 ISDA Interest Rate Derivatives Definitions, a root... Read more

Documents (0) for Video Interview: 2020 ISDA Interest Rate Derivatives Definitions

SwapsInfo | April 28, 2020

SwapsInfo First Quarter of 2020 Review

The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and credit derivatives... Read more

Documents (2) for SwapsInfo First Quarter of 2020 Review

Research Notes | April 22, 2020

Interest Rate Benchmarks Review: First Quarter of 2020

In the first quarter of 2020, traded notional of interest rate derivatives (IRD) referencing alternative... Read more

Documents (1) for Interest Rate Benchmarks Review: First Quarter of 2020

Interest Rate Benchmarks Review First Quarter of 2020(pdf) will open in a new tab or window

Interest Rate | March 30, 2020

Swaptions: ‘Agreed Discount Rate’ Supplement to the 2006 ISDA Definitions Published

Supplement 64 to the 2006 ISDA Definitions has been published today, March 30, 2020 to... Read more

Documents (0) for Swaptions: ‘Agreed Discount Rate’ Supplement to the 2006 ISDA Definitions Published

Memoranda | February 11, 2020

Legal Guidelines for Smart Derivatives Contracts: Interest Rate Derivatives

ISDA has published the fifth in a series of legal guidelines for smart derivatives contracts,... Read more

Documents (1) for Legal Guidelines for Smart Derivatives Contracts: Interest Rate Derivatives

ISDA Legal Guidelines for Smart Derivatives Contracts - IRDs(pdf) will open in a new tab or window

SwapsInfo | February 4, 2020

SwapsInfo Full Year 2019 and the Fourth Quarter of 2019 Review

The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and credit derivatives... Read more

Documents (2) for SwapsInfo Full Year 2019 and the Fourth Quarter of 2019 Review

Research Notes | January 21, 2020

Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019

The ISDA Interest Rate Benchmarks Review analyzes trading volumes of interest rate derivatives (IRD) transactions... Read more

Documents (1) for Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019

Interest Rate Benchmarks Review Full Year 2019 and Q4 2019(pdf) will open in a new tab or window

Interest Rate | December 20, 2019

ICE Swap Rate – December 24 and December 31, 2019

ISDA notification to members regarding potential non-publication of ICE swap rates on December 24 and... Read more

Documents (1) for ICE Swap Rate – December 24 and December 31, 2019

ICE Swap Rate notification 24 and 31 Dec 2019(pdf) will open in a new tab or window