Interest Rate Derivative Archives | International Swaps and Derivatives Association

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Interest Rate Derivative

SwapsInfo | January 15, 2019

SwapsInfo Full Year 2018 and Fourth Quarter of 2018 Review: Summary

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

Documents (1)

SwapsInfo Full Year 2018 and Q4 2018 Review - Summary (pdf)

Asset Classes | December 20, 2018

EUR ICE Swap Rate – December 24 and December 31, 2018

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

Documents (1)

EUR ICE Swap Rate notification (pdf)

Asset Classes | December 3, 2018

George H.W. Bush National Day of Mourning

The International Swaps and Derivatives Association, Inc. (ISDA) announces the following guidance for parties to... Read more

Documents (1)

George-H-W-Bush--national-day-of-mourning-on-December-5-2018-ISDA-guidance2 (pdf)

Asset Classes | November 26, 2018

Market Practice Change for Settlement of EUR Swaptions to Collateralized Cash Price

Following on from last year’s ISDA survey on changing the market convention for the cash... Read more

Documents (0)

Research Notes | November 8, 2018

Interest Rate Benchmarks Review: Q3 2018 and Nine Months Ended Sep 30, 2018

As the financial industry is preparing to transition from LIBOR and other interbank offered rates... Read more

Documents (1)

Benchmarks Review (pdf)

SwapsInfo | November 5, 2018

SwapsInfo Third Quarter of 2018 and Year-to-September 30, 2018 Review

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

Documents (1)

Swaps review Q3 2018 (pdf)

SwapsInfo | July 30, 2018

SwapsInfo Second Quarter 2018 and First Half 2018 Review

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

Documents (1)

Swaps review Q2 2018 (pdf)

Asset Classes | June 6, 2018

Discontinuation of EURIBOR Tenors

Following the announcement by EMMI on June 6, 2018 that, with effect from December 3, 2018, it... Read more

Documents (0)

SwapsInfo | May 14, 2018

SwapsInfo First Quarter 2018 Review

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

Documents (1)

Swaps review Q1 2018 (pdf)

Asset Classes | April 23, 2018

SONIA reform FAQs and publication of GBP-SONIA-Compound

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