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 ISDA-Clarus RFR Adoption Indicator: April 2022
Tag: Interest Rate Derivatives
SwapsInfo First Quarter of 2022 Review
The latest ISDA SwapsInfo Quarterly Review shows that trading volume for interest rate derivatives (IRD)... Read more SwapsInfo First Quarter of 2022 Review
Documents (2) for SwapsInfo First Quarter of 2022 Review
Transition to RFRs Review: First 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: First Quarter of 2022
Documents (1) for Transition to RFRs Review: First Quarter of 2022
ISDA-Clarus RFR Adoption Indicator: March 2022
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 40.5% in March 2022... Read more ISDA-Clarus RFR Adoption Indicator: March 2022
Documents (1) for ISDA-Clarus RFR Adoption Indicator: March 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 ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps
Documents (1) for ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps
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 Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: January 2022
Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: January 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 ISDA Expands its SwapsInfo Website to Include IRD Trading Activity Reported in the EU and UK
Documents (0) for ISDA Expands its SwapsInfo Website to Include IRD Trading Activity Reported in the EU and UK
Russian Sanctions and Market Impacts InfoHub
This page will be updated on a regular basis as relevant information becomes available globally... Read more Russian Sanctions and Market Impacts InfoHub
Documents (0) for Russian Sanctions and Market Impacts InfoHub
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 ISDA-Clarus RFR Adoption Indicator: February 2022
Documents (1) for ISDA-Clarus RFR Adoption Indicator: February 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 Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: December 2021