Interest Rate Derivatives – Page 10 – 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

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) for ISDA Guidance for 2019 Japanese Golden Week

ISDA guidance 2019 Japanese Golden Week – Equity Derivatives(pdf) will open in a new tab or window
ISDA guidance 2019 Japanese Golden Week – Interest Rate Derivatives(pdf) will open in a new tab or window
ISDA guidance 2019 Japanese Golden Week – FX Derivatives(pdf) will open in a new tab or window

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

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) for SwapsInfo Full Year 2018 and Fourth Quarter of 2018 Review

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) for EUR ICE Swap Rate – December 24 and December 31, 2018

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) for George H.W. Bush National Day of Mourning

George-H-W-Bush--national-day-of-mourning-on-December-5-2018-ISDA-guidance2(pdf) will open in a new tab or window

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) for Market Practice Change for Settlement of EUR Swaptions to Collateralized Cash Price

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) for Interest Rate Benchmarks Review: Q3 2018 and Nine Months Ended Sep 30, 2018

Benchmarks Review(pdf) will open in a new tab or window

SwapsInfo | November 5, 2018

SwapsInfo Third Quarter of 2018 and Year-to-September 30, 2018 Review

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

Documents (1) for SwapsInfo Third Quarter of 2018 and Year-to-September 30, 2018 Review

Swaps review Q3 2018(pdf) will open in a new tab or window

SwapsInfo | July 30, 2018

SwapsInfo Second Quarter 2018 and First Half 2018 Review

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

Documents (1) for SwapsInfo Second Quarter 2018 and First Half 2018 Review

Swaps review Q2 2018(pdf) will open in a new tab or window

Asset Classes | June 6, 2018

Discontinuation of EURIBOR Tenors

Following the announcement by EMMI on June 6, 2018 that, with effect from December 3, 2018, it... Read more