Interest Rate Derivatives – Page 7 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

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

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

Documents (2) for SwapsInfo First Half of 2022 and the Second Quarter of 2022 Review

Research Notes | July 26, 2022

Transition to RFRs Review: First Half of 2022 and the Second Quarter of 2022

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: First Half of 2022 and the Second Quarter of 2022

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Research Notes | July 13, 2022

ISDA-Clarus RFR Adoption Indicator: June 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 46.4% in June 2022... Read more

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

ISDA-Clarus RFR Adoption Indicator June 2022(pdf) will open in a new tab or window

Research Notes | June 21, 2022

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

ISDA has expanded its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported... Read more

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

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Research Notes | June 13, 2022

Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2021

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 Second Half of 2021

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Research Notes | June 10, 2022

ISDA-Clarus RFR Adoption Indicator: May 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 46.0% in May 2022... Read more

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

ISDA-Clarus RFR Adoption Indicator May 2022(pdf) will open in a new tab or window

Research Notes | May 12, 2022

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: February 2022

ISDA has expanded its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported... Read more

Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: February 2022

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Research Notes | May 9, 2022

ISDA-Clarus RFR Adoption Indicator: April 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 43.8% in April 2022... Read more

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

ISDA-Clarus RFR Adoption Indicator 2022-04 April 2022(pdf) will open in a new tab or window