Interest Rate Derivatives – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

SwapsInfo August 11, 2026

SwapsInfo First Half of 2026 and the Second Quarter of 2026 Review

Trading activity in interest rate derivatives (IRD) and credit derivatives increased in the first half... Read more

Documents (1) for SwapsInfo First Half of 2026 and the Second Quarter of 2026 Review

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Research Notes July 9, 2026

Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2025

The latest data from the Bank for International Settlements over-the-counter (OTC) derivatives statistics shows an... Read more

Documents (1) for Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2025

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Research Notes May 14, 2026

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: Full Year 2025 and the Fourth Quarter of 2025

This report analyzes interest rate derivatives (IRD) trading activity reported in Europe. The analysis is... Read more

Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: Full Year 2025 and the Fourth Quarter of 2025

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SwapsInfo May 12, 2026

SwapsInfo First Quarter of 2026 Review

Trading activity in interest rate derivatives (IRD) and credit derivatives increased in the first quarter... Read more

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Surveys April 29, 2026

ISDA Margin Survey Year-end 2025

The ISDA Margin Survey analyzes the amount and composition of initial margin (IM) and variation... Read more

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Research Notes April 13, 2026

Global Trading in INR Derivatives and the Indian OTC Derivatives Market

Global trading in derivatives involving the Indian rupee (INR) has expanded significantly over the past... Read more

Documents (1) for Global Trading in INR Derivatives and the Indian OTC Derivatives Market

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Interest Rate March 27, 2026

ISDA Guidance: SOFR Publication on Good Friday 2026

ISDA guidance for parties to over-the-counter derivative transactions affected by expected non-publication of SOFR on... Read more

Documents (1) for ISDA Guidance: SOFR Publication on Good Friday 2026

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SwapsInfo February 17, 2026

SwapsInfo Full Year 2025 and the Fourth Quarter of 2025 Review

Trading activity in interest rate derivatives (IRD) and credit derivatives increased in 2025, reflecting shifting... Read more

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Research February 9, 2026

IRRBB Management in Emerging Market and Developing Economies: The Role of Derivatives in Supporting Financial Stability and Economic Development

Interest rate risk in the banking book (IRRBB) has become a growing priority for banks... Read more

Documents (1) for IRRBB Management in Emerging Market and Developing Economies: The Role of Derivatives in Supporting Financial Stability and Economic Development

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Research Notes January 22, 2026

Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2025

The latest data from the Bank for International Settlements (BIS) over-the-counter (OTC) derivatives statistics shows... Read more

Documents (1) for Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2025

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Wed, Sep 30, 2026

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Tue, Oct 6, 2026