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 ISDA-Clarus RFR Adoption Indicator: January 2022
Tag: Interest Rate Derivatives
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 Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: November 2021
Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: November 2021
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 SwapsInfo Full Year 2021 and the Fourth Quarter of 2021 Review
Documents (2) for SwapsInfo Full Year 2021 and the Fourth Quarter of 2021 Review
ISDA Guidance Note – Linear Interpolation
ISDA published a Guidance Note on Linear Interpolation (the “Guidance Note”) that provides further clarity... Read more ISDA Guidance Note - Linear Interpolation
Documents (1) for ISDA Guidance Note – Linear Interpolation
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 Transition to RFRs Review: Full Year 2021 and the Fourth Quarter of 2021
Documents (1) for Transition to RFRs Review: Full Year 2021 and the Fourth Quarter of 2021
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 ISDA-Clarus RFR Adoption Indicator: December 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: December 2021
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 Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: October 2021
Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: October 2021
Documents (0) for ISDA Guidance – ICE Swap Rates Dec 24 and 31, 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 ICE Swap Rate – December 24 and December 31, 2021
Documents (1) for ICE Swap Rate – December 24 and December 31, 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 Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: September 2021