Interest Rate Derivatives – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

Research Notes | May 15, 2023

ISDA-Clarus RFR Adoption Indicator: April 2023

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 60.7% in April 2023... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: April 2023

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Surveys | May 9, 2023

ISDA Margin Survey Year-end 2022

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

Documents (1) for ISDA Margin Survey Year-end 2022

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Research Notes | May 3, 2023

Transition to RFRs Review: First Quarter of 2023

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 2023

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SwapsInfo | May 2, 2023

SwapsInfo First Quarter of 2023 Review

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

Documents (2) for SwapsInfo First Quarter of 2023 Review

Asset Classes | April 13, 2023

ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance – 2021 and 2006 ISDA Definitions

ISDA has updated the attached guidance for parties to over-the-counter derivative transactions that are affected... Read more

Documents (1) for ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance – 2021 and 2006 ISDA Definitions

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Research Notes | April 11, 2023

ISDA-Clarus RFR Adoption Indicator: March 2023

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 56.6% in March 2023... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: March 2023

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Asset Classes | April 4, 2023

ISDA Guidance: SOFR Publication on Good Friday 2023

ISDA guidance for parties to over-the-counter derivative transactions affected by expected non-publication of SOFR on... Read more

Documents (1) for ISDA Guidance: SOFR Publication on Good Friday 2023

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Research Notes | March 13, 2023

ISDA-Clarus RFR Adoption Indicator: February 2023

The ISDA-Clarus RFR Adoption Indicator increased to 52.9% in February 2023 compared to 51.0% in... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: February 2023

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Research Notes | March 9, 2023

IRD Trading Activity Reported in EU, UK and US Markets: Full Year of 2022 and Fourth Quarter of 2022

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

Documents (1) for IRD Trading Activity Reported in EU, UK and US Markets: Full Year of 2022 and Fourth Quarter of 2022

ISDA Latest News Alert IRD Trading Activity Reported in EU, UK and US Markets Full Year of 2022 and Fourth Quarter of 2022(pdf) will open in a new tab or window

Research Notes | February 9, 2023

ISDA-Clarus RFR Adoption Indicator: January 2023

The ISDA-Clarus RFR Adoption Indicator declined to 51.1% in January 2023 compared to 54.3% in... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: January 2023

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