Interest Rate Derivatives – Page 9 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

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

Research Notes | January 27, 2022

Transition to RFRs Review: Full Year 2021 and the Fourth Quarter of 2021

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: Full Year 2021 and the Fourth Quarter of 2021

Transition to RFRs Review Full Year 2021 and Fourth Quarter of 2021(pdf) will open in a new tab or window

Research Notes | January 12, 2022

ISDA-Clarus RFR Adoption Indicator: December 2021

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 31.7% in December compared to... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: December 2021

ISDA-Clarus RFR Adoption Indicator December 2021(pdf) will open in a new tab or window

Research Notes | January 10, 2022

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

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

Infrastructure | December 23, 2021

ISDA Guidance – ICE Swap Rates Dec 24 and 31, 2021

Documents (0) for ISDA Guidance – ICE Swap Rates Dec 24 and 31, 2021

Interest Rate | December 23, 2021

ICE Swap Rate – December 24 and December 31, 2021

ISDA notification to members regarding potential non-publication of ICE swap rates on December 24 and... Read more

Documents (1) for ICE Swap Rate – December 24 and December 31, 2021

ISDA Guidance ISR 2431 December 2021(pdf) will open in a new tab or window

Research Notes | December 15, 2021

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

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

Research Notes | December 14, 2021

ISDA-Clarus RFR Adoption Indicator: November 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 26.3% in November compared to... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: November 2021

ISDA-Clarus RFR Adoption Indicator November 2021(pdf) will open in a new tab or window