SwapsInfo Full Year 2022 and the Fourth Quarter of 2022 Review
The latest ISDA SwapsInfo Quarterly Review shows that trading volume for interest rate derivatives (IRD)... Read more SwapsInfo Full Year 2022 and the Fourth Quarter of 2022 Review
Tag: Interest Rate Derivatives
Transition to RFRs Review: Full Year 2022 and the Fourth Quarter of 2022
The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more Transition to RFRs Review: Full Year 2022 and the Fourth Quarter of 2022
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ISDA-Clarus RFR Adoption Indicator: December 2022
The ISDA-Clarus RFR Adoption Indicator increased to 54.3% in December 2022 compared to 50.8% the... Read more ISDA-Clarus RFR Adoption Indicator: December 2022
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Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2022
The latest data from the Bank for International Settlements over-the-counter (OTC) derivatives statistics shows a... Read more Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2022
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ISDA-Clarus RFR Adoption Indicator: November 2022
The ISDA-Clarus RFR Adoption Indicator increased to 51.4% in November 2022 compared to 51.3% the... Read more ISDA-Clarus RFR Adoption Indicator: November 2022
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Insights into Global OTC IRD Markets Based on the 2022 BIS Triennial Central Bank Survey
This paper highlights the changes in over-the-counter (OTC) interest rate derivatives (IRD) markets from 2019... Read more Insights into Global OTC IRD Markets Based on the 2022 BIS Triennial Central Bank Survey
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Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: Third Quarter of 2022
This report analyzes interest rate derivatives (IRD) trading activity reported in Europe. The analysis is based... Read more Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: Third Quarter of 2022
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ISDA Generic Fallback Provisions – Summary
The summary of the Generic Fallback Provisions in this document reflects the Generic Fallback Provisions... Read more ISDA Generic Fallback Provisions - Summary
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ISDA-Clarus RFR Adoption Indicator: October 2022
The ISDA-Clarus RFR Adoption Indicator was 51.3% in October 2022 compared to 51.1% the prior... Read more ISDA-Clarus RFR Adoption Indicator: October 2022
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SwapsInfo Third Quarter of 2022 and Year-to-September 30, 2022 Review
The latest ISDA SwapsInfo Quarterly Review shows that trading volume for interest rate derivatives (IRD)... Read more SwapsInfo Third Quarter of 2022 and Year-to-September 30, 2022 Review