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
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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
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Benchmark Reform and Transition from LIBOR InfoHub
**NEW** ISDA Webinar: “CAD CDOR Cessation” (click for presentation and recording) This page will be… Read more Benchmark Reform and Transition from LIBOR InfoHub
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Benchmark Fallbacks
These RFRs, including SOFR (USD), €STR (EUR) and SONIA (GBP), are typically administered and published by major central banks worldwide.
Interbank Offered Rates (IBORs), a series of interest rate benchmarks, are undergoing a period of… Read more Benchmark Fallbacks
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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
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COVID-19 Updates
This page will be updated on a regular basis as relevant information becomes available globally… Read more COVID-19 Updates
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The Industry Road Map
We’ve published definitions for SONIA and SOFR, and will follow with definitions for €STR once it is published in October.
ISDA/Bloomberg Benchmark Regulation and Migration Conference, Hong Kong The Industry Road Map Scott O’Malia, ISDA… Read more The Industry Road Map
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A Major Milestone for Benchmark Reform
In sterling markets, 39.2% of interest rate derivatives trading referenced SONIA in September.
At the end of last week, ISDA launched the IBOR Fallbacks Supplement and protocol, so… Read more A Major Milestone for Benchmark Reform
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Information on LEIs
Joint ISDA and GFMA publication highlights the pressing need for market participants to obtain a… Read more Information on LEIs
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ISDA CEO Scott O’Malia Opening Remarks at ISDA/SIFMA AMG Benchmark Strategies Forum
Meanwhile, SONIA-linked bond issuance has continued to grow, and has exceeded £40 billion so far, according to FCA figures. Last year saw the first SONIA loan, the first LIBOR to SONIA bond switch and the first LIBOR to SONIA loan amendment.
ISDA/SIFMA AMG Benchmark Strategies Forum February 12, 2020 Opening Remarks Scott O’Malia, ISDA Chief Executive… Read more ISDA CEO Scott O’Malia Opening Remarks at ISDA/SIFMA AMG Benchmark Strategies Forum