Transition to RFRs Review: First Quarter of 2023
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 2023
Tag: Interest Rate Derivatives
SwapsInfo First Quarter of 2023 Review
The latest ISDA SwapsInfo Quarterly Review shows that interest rate derivatives (IRD) traded notional and... Read more SwapsInfo First Quarter of 2023 Review
Documents (2) for SwapsInfo First Quarter of 2023 Review
ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance – 2021 and 2006 ISDA Definitions
ISDA has updated the attached guidance for parties to over-the-counter derivative transactions that are affected... Read more ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance - 2021 and 2006 ISDA Definitions
Documents (1) for ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance – 2021 and 2006 ISDA Definitions
ISDA-Clarus RFR Adoption Indicator: March 2023
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 56.6% in March 2023... Read more ISDA-Clarus RFR Adoption Indicator: March 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: March 2023
ISDA Guidance: SOFR Publication on Good Friday 2023
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 2023
Documents (1) for ISDA Guidance: SOFR Publication on Good Friday 2023
ISDA-Clarus RFR Adoption Indicator: February 2023
The ISDA-Clarus RFR Adoption Indicator increased to 52.9% in February 2023 compared to 51.0% in... Read more ISDA-Clarus RFR Adoption Indicator: February 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: February 2023
IRD Trading Activity Reported in EU, UK and US Markets: Full Year of 2022 and Fourth Quarter of 2022
This report analyzes interest rate derivatives (IRD) trading activity reported in Europe. The analysis is based... Read more IRD Trading Activity Reported in EU, UK and US Markets: Full Year of 2022 and Fourth Quarter of 2022
Documents (1) for IRD Trading Activity Reported in EU, UK and US Markets: Full Year of 2022 and Fourth Quarter of 2022
ISDA-Clarus RFR Adoption Indicator: January 2023
The ISDA-Clarus RFR Adoption Indicator declined to 51.1% in January 2023 compared to 54.3% in... Read more ISDA-Clarus RFR Adoption Indicator: January 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: January 2023
SwapsInfo Full Year 2022 and the Fourth Quarter of 2022 Review
The latest ISDA SwapsInfo Quarterly Review shows that trading volume for interest rate derivatives (IRD)... Read more SwapsInfo Full Year 2022 and the Fourth Quarter of 2022 Review
Documents (2) for SwapsInfo Full Year 2022 and the Fourth Quarter of 2022 Review
Transition to RFRs Review: Full Year 2022 and the Fourth Quarter of 2022
The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more Transition to RFRs Review: Full Year 2022 and the Fourth Quarter of 2022