Interest Rate Derivatives – Page 6 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

Research Notes | November 29, 2022

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: Third Quarter of 2022

This report analyzes interest rate derivatives (IRD) trading activity reported in Europe. The analysis is based... Read more

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Interest Rate | November 28, 2022

ISDA Generic Fallback Provisions – Summary

The summary of the Generic Fallback Provisions in this document reflects the Generic Fallback Provisions... Read more

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Research Notes | November 10, 2022

ISDA-Clarus RFR Adoption Indicator: October 2022

The ISDA-Clarus RFR Adoption Indicator was 51.3% in October 2022 compared to 51.1% the prior... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: October 2022

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SwapsInfo | November 7, 2022

SwapsInfo Third Quarter of 2022 and Year-to-September 30, 2022 Review

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

Documents (2) for SwapsInfo Third Quarter of 2022 and Year-to-September 30, 2022 Review

Research Notes | November 3, 2022

Transition to RFRs Review: Third Quarter of 2022 and Year-to-September 30, 2022

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 | October 12, 2022

ISDA-Clarus RFR Adoption Indicator: September 2022

The ISDA-Clarus RFR Adoption Indicator was 51.0% in September 2022 compared to 51.1% the prior... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: September 2022

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Research Notes | September 13, 2022

ISDA-Clarus RFR Adoption Indicator: August 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 51.1% in August 2022... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: August 2022

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Research Notes | September 1, 2022

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Half of 2022 and Second Quarter of 2022

This report analyzes interest rate derivatives (IRD) trading activity reported in Europe. The analysis is based... Read more

Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Half of 2022 and Second Quarter of 2022

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Research Notes | August 9, 2022

ISDA-Clarus RFR Adoption Indicator: July 2022

The ISDA-Clarus RFR Adoption Indicator was 46.4% in July 2022, flat compared to the prior month. The... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: July 2022

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SwapsInfo | August 2, 2022

SwapsInfo First Half of 2022 and the Second Quarter of 2022 Review