Publicly available derivatives data does not adjust for the countervailing effects of clearing and compression, making it difficult to obtain a clear picture of underlying derivatives market dynamics. This report adjusts for these two forces with respect to the interest rate derivatives market to provide an insight into the size of the market before compression and clearing occur.
Documents (1) for OTC Derivatives Market Analysis: Interest Rate Derivatives
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ISDA & EMTA Market Practice 45
ISDA & EMTA jointly published the attached updated market practice regarding the determination of barrier events for Brazilian Real non-deliverable continuously monitored barrier option transactions.