Asset Classes | March 4, 2013 Credit and Interest Rate Liquidity Data Study (January 2013) Credit and Interest Rate liquidity study based on public data compiled from the DTCC real-time... Read more Credit and Interest Rate Liquidity Data Study (January 2013) Tags: Interest Rate Derivatives, North America, Trading Documents (1) for Credit and Interest Rate Liquidity Data Study (January 2013) credit-and-rates-sdr-liquidity-data-study-january-2013(pdf) will open in a new tab or window
Asset Classes | June 28, 2012 ISDAFIX® ISDAFIX is the leading benchmark for annual swap rates for swap transactions worldwide. This screen... Read more ISDAFIX® Tags: Interest Rate Derivatives Documents (0) for ISDAFIX®
Asset Classes | June 28, 2012 ISDA FIX Characteristics and Contributor Panels–Currency: HKD ISDAFIX May-June 2012 Tags: Interest Rate Derivatives Documents (1) for ISDA FIX Characteristics and Contributor Panels–Currency: HKD isdafix-hkd-mayjune-2012-final(pdf) will open in a new tab or window
Asset Classes | June 28, 2012 ISDA FIX Characteristics and Contributor Panels—Currency: JPY ISDAFIX May-June 2012 Tags: Interest Rate Derivatives Documents (1) for ISDA FIX Characteristics and Contributor Panels—Currency: JPY isdafix-jpy-may-june-2012-final(pdf) will open in a new tab or window
Asset Classes | June 28, 2012 ISDA FIX Characteristics and Contributor Panels—Currency: CHF ISDAFIX May-June 2012 Tags: Interest Rate Derivatives Documents (1) for ISDA FIX Characteristics and Contributor Panels—Currency: CHF isdafix-chf-mayjune-2012-final(pdf) will open in a new tab or window
Asset Classes | April 16, 2012 Leap Year Conventions 2012 Industry practice with regards to leap year trading from the ISDA Rates Steering Committee Tags: Interest Rate Derivatives, Trading Documents (1) for Leap Year Conventions 2012 leap-year-convensions-2(pdf) will open in a new tab or window
Asset Classes | March 6, 2012 Linear Interpolation Example Linear Interpolation formula spreadsheet (March 2012) / Linear Interpolation example (January 2010) Tags: Interest Rate Derivatives, Trading Documents (2) for Linear Interpolation Example linear-interpolation-isda-rev-030612(xlsx) will open in a new tab or window linear-interpolation-example-jan-2010(pdf) will open in a new tab or window
Asset Classes | October 6, 2011 Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend 2010 Standardisation Matrix / corresponding legend Tags: Interest Rate Derivatives, Trading Documents (2) for Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend rates-standardisation-matrix-final-june-2010(pdf) will open in a new tab or window standardization-legend-for-rates-final(pdf) will open in a new tab or window
Asset Classes | September 20, 2011 Standardisation Legend 2011- Rates- Final 2011 Standardisation Matrix Definitions and Reporting Explanations for Interest Rate Derivatives Tags: Interest Rate Derivatives, Trading Documents (1) for Standardisation Legend 2011- Rates- Final standardization-legend-2011-rates-final(doc) will open in a new tab or window
Press Releases | May 11, 2011 ISDA Announces Interest Rate Derivatives Trade Repository Selection NEWS RELEASE For Immediate Release ISDA Announces Interest Rate Derivatives Trade Repository Selection NEW YORK,... Read more ISDA Announces Interest Rate Derivatives Trade Repository Selection Tags: Asset Classes, Interest Rate Derivatives, Trading Documents (1) for ISDA Announces Interest Rate Derivatives Trade Repository Selection interestratesrepositoryselection(pdf) will open in a new tab or window