Thank you to all of the firms that submitted responses to ISDA’s survey regarding ongoing… Read more ISDA US Treasury Clearing Survey Results
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ISDA US Treasury Clearing Survey Results
Thank you to all of the firms that submitted responses to ISDA’s survey regarding ongoing... Read more ISDA US Treasury Clearing Survey Results
Documents (1) for ISDA US Treasury Clearing Survey Results
ISDA-Clarus RFR Adoption Indicator: July 2022
The ISDA-Clarus RFR Adoption Indicator was 46.4% in July 2022, flat compared to the prior month. The... Read more ISDA-Clarus RFR Adoption Indicator: July 2022
Documents (1) for ISDA-Clarus RFR Adoption Indicator: July 2022
The Present Value
Foreign Exchange Swaps and Cross-currency Swaps Swiss Finance Institute Research Paper Series By Angelo Ranaldo... Read more The Present Value
SwapsInfo First Half of 2022 and the Second Quarter of 2022 Review
The latest ISDA SwapsInfo Quarterly Review shows that trading volume for interest rate derivatives (IRD)... Read more SwapsInfo First Half of 2022 and the Second Quarter of 2022 Review
Documents (2) for SwapsInfo First Half of 2022 and the Second Quarter of 2022 Review
Transition to RFRs Review: First Half of 2022 and the Second Quarter of 2022
The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more Transition to RFRs Review: First Half of 2022 and the Second Quarter of 2022
Documents (1) for Transition to RFRs Review: First Half of 2022 and the Second Quarter of 2022
ISDA-Clarus RFR Adoption Indicator: June 2022
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 46.4% in June 2022... Read more ISDA-Clarus RFR Adoption Indicator: June 2022
Documents (1) for ISDA-Clarus RFR Adoption Indicator: June 2022
Demystifying Derivatives Trading in the EU
This paper examines the dynamics of derivatives trading in the EU. It analyzes transactions executed... Read more Demystifying Derivatives Trading in the EU
Documents (1) for Demystifying Derivatives Trading in the EU
Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Quarter of 2022
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: First Quarter of 2022
Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Quarter of 2022
Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2021
The latest data from the Bank for International Settlements over-the-counter (OTC) derivatives statistics shows a... Read more Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2021
Documents (1) for Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2021
ISDA-Clarus RFR Adoption Indicator: May 2022
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 46.0% in May 2022... Read more ISDA-Clarus RFR Adoption Indicator: May 2022