Interest Rate Derivatives – Page 8 – International Swaps and Derivatives Association

To experience the full functionality of the ISDA website, it is necessary to enable Javascript in your browser.
Here are instructions on how to enable JavaScript in your web browser.

Tag: Interest Rate Derivatives

Interest Rate | April 8, 2022

ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps

The purpose of this Market Practice Note is to recommend an approach to the calendars... Read more

Documents (1) for ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps

Market Practice Note - Effective Date for SOFR transactions 040822(pdf) will open in a new tab or window

Research Notes | April 5, 2022

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

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets January 2022(pdf) will open in a new tab or window

SwapsInfo | March 25, 2022

ISDA Expands its SwapsInfo Website to Include IRD Trading Activity Reported in the EU and UK

ISDA has expanded the ISDA SwapsInfo website to include interest rate derivatives (IRD) trading activity... Read more

Documents (0) for ISDA Expands its SwapsInfo Website to Include IRD Trading Activity Reported in the EU and UK

Legal | March 17, 2022

Russian Sanctions and Market Impacts InfoHub

This page will be updated on a regular basis as relevant information becomes available globally... Read more

Documents (0) for Russian Sanctions and Market Impacts InfoHub

Research Notes | March 11, 2022

ISDA-Clarus RFR Adoption Indicator: February 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 36.3% in February compared... Read more

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

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

Research Notes | March 8, 2022

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: December 2021

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: December 2021

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets December 2021(pdf) will open in a new tab or window

Research Notes | February 14, 2022

ISDA-Clarus RFR Adoption Indicator: January 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 31.9% in January compared... Read more

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

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

Research Notes | February 8, 2022

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: November 2021

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: November 2021

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets November 2021(pdf) will open in a new tab or window

SwapsInfo | February 3, 2022

SwapsInfo Full Year 2021 and the Fourth Quarter of 2021 Review

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

Documents (2) for SwapsInfo Full Year 2021 and the Fourth Quarter of 2021 Review

Interest Rate | February 3, 2022

ISDA Guidance Note – Linear Interpolation

ISDA published a Guidance Note on Linear Interpolation (the “Guidance Note”) that provides further clarity... Read more

Documents (1) for ISDA Guidance Note – Linear Interpolation

ISDA Guidance Note - Linear Interpolation 020322(pdf) will open in a new tab or window