45 results found.

Benchmark Reform and Transition from LIBOR InfoHub

and AUD-AONIA-OIS Compound CAD-CORRA and CAD-CORRA-OIS Compound CHF-SARON and CHF-SARON-OIS Compound EUR-EuroSTR and EUR-EuroSTR-OIS Compound GBP-SONIA, GBP-SONIA-OIS Compound and GBP-SONIA Compounded Index HKD-HONIA and HKD-HONIA-OIS

**NEW** ISDA Webinar: “CAD CDOR Cessation” (click for presentation and recording) This page will be… Read more Benchmark Reform and Transition from LIBOR InfoHub

Documents (0) for Benchmark Reform and Transition from LIBOR InfoHub

SONIA reform FAQs and publication of GBP-SONIA-Compound

Click here to view the SONIA reform frequently asked questions (FAQ) document, or download the attached PDF.

Click here to view the SONIA reform frequently asked questions (FAQ) document, or download the… Read more SONIA reform FAQs and publication of GBP-SONIA-Compound

Publication of Supplement 59 (EuroSTR FRO) and Supplement 60 (Revised EONIA FROs) to the 2006 ISDA Definitions

Click here for the Supplement 60 which updates the Floating Rate Options “EUR-EONIA-OIS-COMPOUND”, “EUR-EONIA-OIS-COMPOUND-Bloomberg” and “EUR-EONIA-AVERAGE.”

On 1st October 2019, ISDA published Supplement 59 to the 2006 ISDA Definitions, which adds… Read more Publication of Supplement 59 (EuroSTR FRO) and Supplement 60 (Revised EONIA FROs) to the 2006 ISDA Definitions

Documents (0) for Publication of Supplement 59 (EuroSTR FRO) and Supplement 60 (Revised EONIA FROs) to the 2006 ISDA Definitions

Interest Rate Derivatives Trading in the US, EU and UK: Growth, Structural Shifts and the Rise of OIS

Key highlights include: IRD traded notional in the US rose by 59.3% to $366.3 trillion in 2024 from $230.2 trillion in 2021, representing a compound annual growth rate (CAGR) of 16.8%.

This research note analyzes changes in interest rate derivatives (IRD) trading activity in the US,… Read more Interest Rate Derivatives Trading in the US, EU and UK: Growth, Structural Shifts and the Rise of OIS

Documents (1) for Interest Rate Derivatives Trading in the US, EU and UK: Growth, Structural Shifts and the Rise of OIS

Documents (1) for ISDA Responds to JSCC Consultation on Clearing Fund Consolidation