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: Summary
Filter by Category
Interest Rate Derivatives Trading Activity in the EU, UK and US: May 2021
ISDA is expanding its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported... Read more Interest Rate Derivatives Trading Activity in the EU, UK and US: May 2021
Documents (1) for Interest Rate Derivatives Trading Activity in the EU, UK and US: May 2021
Transition to RFRs Review: First Half of 2021 and the Second 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: First Half of 2021 and the Second Quarter of 2021
Documents (1) for Transition to RFRs Review: First Half of 2021 and the Second Quarter of 2021
ISDA-Clarus RFR Adoption Indicator: June 2021
ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 11.7% in June compared to... Read more ISDA-Clarus RFR Adoption Indicator: June 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: June 2021
ISDA-Clarus RFR Adoption Indicator: May 2021
ISDA-Clarus RFR Adoption Indicator increased to 10.7% in May compared to 10.1% the prior month.... Read more ISDA-Clarus RFR Adoption Indicator: May 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: May 2021
Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2020
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 2020
Documents (1) for Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2020
ISDA-Clarus RFR Adoption Indicator: April 2021
ISDA-Clarus RFR Adoption Indicator increased to 10.1% in April compared to 8.7% the prior month.... Read more ISDA-Clarus RFR Adoption Indicator: April 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: April 2021
SwapsInfo First Quarter of 2021 Review
The latest ISDA SwapsInfo Quarterly Review shows that trading volumes for both interest rate derivatives... Read more SwapsInfo First Quarter of 2021 Review
Documents (2) for SwapsInfo First Quarter of 2021 Review
The Present Value
ISDA highlights a selection of research papers on derivatives and risk management.
Transition to RFRs Review: First 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: First Quarter of 2021
Documents (1) for Transition to RFRs Review: First Quarter of 2021
ISDA Margin Survey Year-End 2020
The ISDA Margin Survey analyzes the amount and type of initial margin (IM) and variation... Read more ISDA Margin Survey Year-End 2020