Interest Rate Derivatives – International Swaps and Derivatives Association

To experience the full functionality of the ISDA website, it is necessary to enable Javascript in your browser.
Here are instructions on how to enable JavaScript in your web browser.

Tag: Interest Rate Derivatives

Research Notes | June 21, 2022

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Quarter of 2022

ISDA has expanded its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported... Read more

Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Quarter of 2022

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets First Quarter of 2022(pdf) will open in a new tab or window

Research Notes | June 13, 2022

Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2021

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

Documents (1) for Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2021

Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2021(pdf) will open in a new tab or window

Research Notes | June 10, 2022

ISDA-Clarus RFR Adoption Indicator: May 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 46.0% in May 2022... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: May 2022

ISDA-Clarus RFR Adoption Indicator May 2022(pdf) will open in a new tab or window

Research Notes | May 12, 2022

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: February 2022

ISDA has expanded its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported... Read more

Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: February 2022

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets February 2022(pdf) will open in a new tab or window

Research Notes | May 9, 2022

ISDA-Clarus RFR Adoption Indicator: April 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 43.8% in April 2022... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: April 2022

ISDA-Clarus RFR Adoption Indicator 2022-04 April 2022(pdf) will open in a new tab or window

SwapsInfo | April 29, 2022

SwapsInfo First Quarter of 2022 Review

The latest ISDA SwapsInfo Quarterly Review shows that trading volume for interest rate derivatives (IRD)... Read more

Documents (2) for SwapsInfo First Quarter of 2022 Review

Research Notes | April 22, 2022

Transition to RFRs Review: First Quarter of 2022

The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more

Documents (1) for Transition to RFRs Review: First Quarter of 2022

Transition to RFRs Review First Quarter of 2022(pdf) will open in a new tab or window

Research Notes | April 12, 2022

ISDA-Clarus RFR Adoption Indicator: March 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 40.5% in March 2022... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: March 2022

ISDA-Clarus RFR Adoption Indicator March 2022(pdf) will open in a new tab or window

Asset Classes | April 8, 2022

ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps

The purpose of this Market Practice Note is to recommend an approach to the calendars... Read more

Documents (1) for ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps

Market Practice Note - Effective Date for SOFR transactions 040822(pdf) will open in a new tab or window

Research Notes | April 5, 2022

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: January 2022

ISDA has expanded its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported... Read more

Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: January 2022

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets January 2022(pdf) will open in a new tab or window