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

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Tag: Interest Rate Derivatives

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

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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

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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

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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

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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

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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

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Research Notes | December 6, 2021

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

The latest data from the Bank for International Settlements over-the-counter (OTC) derivatives statistics shows a... Read more

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Research Notes | November 9, 2021

ISDA-Clarus RFR Adoption Indicator: October 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 24.5% in October compared to... Read more

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

ISDA-Clarus RFR Adoption Indicator 10-2021(pdf) will open in a new tab or window

Research Notes | November 4, 2021

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

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