Interest Rate Derivative Archives | International Swaps and Derivatives Association

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Tag: Interest Rate Derivative

Research Notes | January 21, 2020

Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019

The ISDA Interest Rate Benchmarks Review analyzes trading volumes of interest rate derivatives (IRD) transactions... Read more

Documents (1)

Interest Rate Benchmarks Review Full Year 2019 and Q4 2019(pdf) will open in a new tab or window

Asset Classes | December 20, 2019

ICE Swap Rate – December 24 and December 31, 2019

ISDA notification to members regarding potential non-publication of ICE swap rates on December 24 and... Read more

Documents (1)

ICE Swap Rate notification 24 and 31 Dec 2019(pdf) will open in a new tab or window

SwapsInfo | October 29, 2019

SwapsInfo Third Quarter of 2019 and Year-to-September 30, 2019 Review

The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and credit derivatives... Read more

Documents (2)

Research Notes | October 28, 2019

Interest Rate Benchmarks Review: Third Quarter of 2019 and Year-to-September 30, 2019

The ISDA Interest Rate Benchmarks Review analyzes trading volumes of interest rate derivatives (IRD) transactions... Read more

Documents (1)

Interest Rate Benchmarks Review Q3 2019(pdf) will open in a new tab or window

Research Notes | October 21, 2019

Global Interest Rate Derivatives Markets: Insights into the 2019 BIS Triennial Central Bank Survey

This paper highlights changes in the size and structure of global over-the-counter interest rate derivatives... Read more

Documents (1)

Global IRD Markets: Insights into the BIS Survey(pdf) will open in a new tab or window

Asset Classes | September 10, 2019

EURIBOR reform FAQs

This Frequently Asked Questions (“FAQ”) document, which may be updated from time to time, contains... Read more

Documents (1)

ISDA EURIBOR reform FAQs -10 Sept(pdf) will open in a new tab or window

Research Notes | July 22, 2019

Interest Rate Benchmarks Review: Second Quarter of 2019 and First Half of 2019

The ISDA Interest Rate Benchmarks Review analyzes the trading volumes of interest rate derivatives (IRD)... Read more

Documents (1)

Interest Rate Benchmarks Review Q2 2019 and 1H 2019(pdf) will open in a new tab or window

SwapsInfo | July 11, 2019

SwapsInfo First Half of 2019 and Second Quarter of 2019 Review

The ISDA SwapsInfo Review provides analysis of interest rate derivatives (IRD) and credit derivatives trading... Read more

Documents (2)

SwapsInfo | April 30, 2019

SwapsInfo First Quarter of 2019 Review

The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and credit derivatives... Read more

Documents (1)

SwapsInfo Q1 2019 Review(pdf) will open in a new tab or window

Research Notes | April 26, 2019

Interest Rate Benchmarks Review: First Quarter of 2019

The ISDA Interest Rate Benchmarks Review analyzes trading volumes of over-the-counter (OTC) interest rate derivatives... Read more

Documents (1)

Interest Rates Benchmarks Review Q1 2019(pdf) will open in a new tab or window