ISDA-Clarus RFR Adoption Indicator: Q4 2023 vs. Q4 2022
This is the final publication of the ISDA-Clarus Adoption Indicator, which was first published in... Read more ISDA-Clarus RFR Adoption Indicator: Q4 2023 vs. Q4 2022
Tag: Interest Rate Derivatives
Notice of Enactment of New Brazilian Holiday
Please find attached EMTA-ISDA note regarding the enactment of a new public holiday in Brazil.
Documents (1) for Notice of Enactment of New Brazilian Holiday
ISDA-Clarus RFR Adoption Indicator: November 2023
The ISDA-Clarus RFR Adoption Indicator increased to 64.8% in November 2023 compared to 59.9% in... Read more ISDA-Clarus RFR Adoption Indicator: November 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: November 2023
Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2023
The latest data on over-the-counter (OTC) derivatives from the Bank for International Settlements (BIS) shows... Read more Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2023
Documents (1) for Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2023
ISDA-Clarus RFR Adoption Indicator: October 2023
The ISDA-Clarus RFR Adoption Indicator fell to 59.9% in October 2023 compared to 60.3% in... Read more ISDA-Clarus RFR Adoption Indicator: October 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: October 2023
SwapsInfo Third Quarter of 2023 and Year-to-September 30, 2023 Review
The latest ISDA SwapsInfo Quarterly Review shows that interest rate derivatives (IRD) traded notional and... Read more SwapsInfo Third Quarter of 2023 and Year-to-September 30, 2023 Review
Documents (1) for SwapsInfo Third Quarter of 2023 and Year-to-September 30, 2023 Review
ISDA Future Cessation Guidance – 2021 ISDA Interest Rate Derivatives Definitions and 2006 ISDA Definitions – ICAPZAR
ISDA has published the attached guidance for parties to over-the-counter derivative transactions that are affected... Read more ISDA Future Cessation Guidance – 2021 ISDA Interest Rate Derivatives Definitions and 2006 ISDA Definitions - ICAPZAR
Documents (1) for ISDA Future Cessation Guidance – 2021 ISDA Interest Rate Derivatives Definitions and 2006 ISDA Definitions – ICAPZAR
Overview of the Canadian Derivatives Market
While the Canadian derivatives market encompasses a relatively small share of global turnover, it plays... Read more Overview of the Canadian Derivatives Market
Documents (1) for Overview of the Canadian Derivatives Market
ISDA-Clarus RFR Adoption Indicator: September 2023
The ISDA-Clarus RFR Adoption Indicator fell to 60.3% in September 2023 compared to 66.1% in... Read more ISDA-Clarus RFR Adoption Indicator: September 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: September 2023
ISDA-Clarus RFR Adoption Indicator: August 2023
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 66.1% in August 2023... Read more ISDA-Clarus RFR Adoption Indicator: August 2023