Interest Rate Derivatives – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

New 2021 ISDA Interest Rate Definitions

ISDA has published an updated and enhanced version of its landmark definitional booklet for interest... Read more

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Research Notes | November 9, 2021

ISDA-Clarus RFR Adoption Indicator: October 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 24.5% in October compared to... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: October 2021

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Research Notes | November 4, 2021

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: August 2021

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: August 2021

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SwapsInfo | November 3, 2021

SwapsInfo Third Quarter of 2021 and Year-to-September 30, 2021 Review

The latest ISDA SwapsInfo Quarterly Review shows that traded notional for both interest rate derivatives... Read more

Documents (2) for SwapsInfo Third Quarter of 2021 and Year-to-September 30, 2021 Review

Research Notes | November 1, 2021

Transition to RFRs Review: Third Quarter of 2021 and Year-to-September 30, 2021

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: Third Quarter of 2021 and Year-to-September 30, 2021

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Research Notes | October 14, 2021

ISDA-Clarus RFR Adoption Indicator: September 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 20.3% in September compared to... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: September 2021

ISDA-Clarus RFR Adoption Indicator 2021-09(pdf) will open in a new tab or window

derivatiViews | October 6, 2021

A New Standard for Interest Rate Derivatives

Someone using the then-newly minted interest rate derivatives definitions back in 2006 would only have... Read more

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Press Releases | October 4, 2021

Landmark Change in Interest Rate Derivatives Market as New Definitions Take Effect

ISDA has today announced the implementation of its new standard definitional booklet for interest rate... Read more

Documents (1) for Landmark Change in Interest Rate Derivatives Market as New Definitions Take Effect

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Legal | October 4, 2021

2021 ISDA Interest Rate Derivatives Definitions

This page will be updated on a regular basis as relevant information becomes available and... Read more

Documents (0) for 2021 ISDA Interest Rate Derivatives Definitions

Research Notes | September 28, 2021

Interest Rate Derivatives Trading Activity in the EU, UK and US: July 2021

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 in the EU, UK and US: July 2021

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets July 2021(pdf) will open in a new tab or window