Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019

The ISDA Interest Rate Benchmarks Review analyzes trading volumes of interest rate derivatives (IRD) transactions in the US referencing the Secured Overnight Financing Rate and other selected alternative risk-free rates, including the Sterling Overnight Index Average, the Swiss Average Rate Overnight, the Tokyo Overnight Average Rate and the Euro Short-Term Rate. In addition, the report analyzes IRD traded notional referencing the London Interbank Offered Rate denominated in US dollars, sterling, Swiss franc, yen, euro, as well as EURIBOR and TIBOR.

This report uses data from the Depository Trust & Clearing Corporation swap data repository. It therefore only covers trades that are required to be disclosed under US regulations.

 

Documents (1) for Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019

Joint Letter on Simplification of EU Taxonomy

On October 6, ISDA, the Association for Financial Markets in Europe (AFME), the European Fund and Asset Management Association (EFAMA), the European Association of Co-operative Banks (EACB) and the European Banking Federation (EBF) published a policy statement in support of...

Paper on Removal of SI Regime

On October 10, ISDA, the Association for Financial Markets in Europe (AFME) and the International Capital Market Association (ICMA) published a paper on the practical implications of the recent discontinuation of the systematic internalizer (SI) regime for derivatives, bonds and...

Episode 52: Innovative Thinking

The pace of change in derivatives markets shows no sign of letting up, with rapid evolution across trading, regulation and technology. Industry veteran Don Wilson, founder of trading firm DRW, talks to The Swap about some of the biggest trends....