Interest Rate Derivatives – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

Research Notes | April 17, 2024

Interest Rate Derivatives, Benchmark Rates and Development of Financial Markets in EMDEs

This paper outlines the critical role of interest rate derivatives (IRDs) in supporting the development... Read more

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Surveys | April 16, 2024

ISDA Margin Survey Year-end 2023

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

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Press Releases | April 15, 2024

ISDA Survey: Japan’s Derivatives Market Set for Expansion

Tokyo and Singapore will be the top locations for derivatives trading in the Asia-Pacific region... Read more

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Research Notes | March 27, 2024

IRD Trading Activity Reported in EU, UK and US Markets: Full Year 2023 and Fourth Quarter of 2023

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

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IQ | March 25, 2024

New Blossom – IQ March 2024

Graphs and charts nearly always have a story to tell and those included in this... Read more

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SwapsInfo | February 7, 2024

SwapsInfo Full Year 2023 and the Fourth Quarter of 2023 Review

The latest ISDA SwapsInfo Quarterly Review shows that interest rate derivatives (IRD) traded notional and... Read more

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Research Notes | January 29, 2024

ISDA-Clarus RFR Adoption Indicator: Q4 2023 vs. Q4 2022

This is the final publication of the ISDA-Clarus Adoption Indicator, which was first published in... Read more

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Interest Rate | December 23, 2023

Notice of Enactment of New Brazilian Holiday

Please find attached EMTA-ISDA note regarding the enactment of a new public holiday in Brazil.

Documents (1) for Notice of Enactment of New Brazilian Holiday

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Research Notes | December 11, 2023

ISDA-Clarus RFR Adoption Indicator: November 2023

The ISDA-Clarus RFR Adoption Indicator increased to 64.8% in November 2023 compared to 59.9% in... Read more

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Research Notes | December 7, 2023

Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2023

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

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