Interest Rate Derivative Archives | International Swaps and Derivatives Association

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Tag: Interest Rate Derivative

SwapsInfo | July 11, 2019

SwapsInfo First Half of 2019 and Second Quarter of 2019 Review: Summary

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

Documents (1)

SwapsInfo 1H and Q2 of 2019 Review Summary(pdf) will open in a new tab or window

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

Asset Classes | April 23, 2019

ISDA Guidance for 2019 Japanese Golden Week

ISDA guidance regarding the impact of 2019 Japanese Golden Week on over-the-counter derivative transactions

Documents (3)

Research Notes | January 29, 2019

Interest Rate Benchmarks Review: Full Year 2018 and the Fourth Quarter of 2018

This report provides an analysis of trading volumes of interest rate derivatives (IRD) transactions in... Read more

Documents (1)

Benchmarks Full Year 2018(pdf) will open in a new tab or window

SwapsInfo | January 24, 2019

SwapsInfo Full Year 2018 and Fourth Quarter of 2018 Review

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

Documents (2)

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) will open in a new tab or window

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)

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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) will open in a new tab or window