ISDA-Clarus RFR Adoption Indicator: July 2020
The ISDA-Clarus RFR Adoption Indicator is intended to track how much global trading activity (as... Read more ISDA-Clarus RFR Adoption Indicator: July 2020
Tag: Interest Rate Derivative
ISDA-Clarus RFR Adoption Indicator: June 2020
ISDA-Clarus RFR Adoption Indicator is intended to track how much trading activity (as measured by... Read more ISDA-Clarus RFR Adoption Indicator: June 2020
Documents (2) for ISDA-Clarus RFR Adoption Indicator: June 2020
ISDA Launches Risk-free Rate Adoption Indicator
ISDA has launched a new indicator to monitor the adoption of alternative risk-free rates (RFRs)... Read more ISDA Launches Risk-free Rate Adoption Indicator
Documents (1) for ISDA Launches Risk-free Rate Adoption Indicator
SwapsInfo First Half of 2020 and Second Quarter of 2020 Review
The latest ISDA SwapsInfo Quarterly Review shows that trading volumes for interest rate derivatives (IRD)... Read more SwapsInfo First Half of 2020 and Second Quarter of 2020 Review
Documents (2) for SwapsInfo First Half of 2020 and Second Quarter of 2020 Review
Interest Rate Benchmarks Review: First Half of 2020 and Second Quarter of 2020
In the first half of 2020, traded notional of interest rate derivatives (IRD) referencing alternative... Read more Interest Rate Benchmarks Review: First Half of 2020 and Second Quarter of 2020
Documents (1) for Interest Rate Benchmarks Review: First Half of 2020 and Second Quarter of 2020
ISDA Guidance: Singapore Elections
ISDA guidance for parties to over-the-counter derivative transactions affected by the holiday announced in Singapore... Read more ISDA Guidance: Singapore Elections
Documents (3) for ISDA Guidance: Singapore Elections
- ISDA Singapore Elections Market Closures Guidance 2006 ISDA Definitions(pdf) will open in a new tab or window
- ISDA Singapore Elections Market Closures Guidance 1998 FX Definitions(pdf) will open in a new tab or window
- ISDA Singapore Elections Market Closures Guidance Equity Definitions(pdf) will open in a new tab or window
ISDA Guidance: Japan Summer 2020 Holiday Changes
ISDA guidance for parties to over-the-counter derivative transactions affected by the holiday changes happening in... Read more ISDA Guidance: Japan Summer 2020 Holiday Changes
Documents (3) for ISDA Guidance: Japan Summer 2020 Holiday Changes
- ISDA Japanese Summer 2020 Holiday Changes - 2006 ISDA Definitions(pdf) will open in a new tab or window
- ISDA Japanese Summer 2020 Holiday Changes - Equity Derivatives(pdf) will open in a new tab or window
- ISDA Japanese Summer 2020 Holiday Changes - FX Definitions(pdf) will open in a new tab or window
IRD Block Trading Activity in the First Quarter of 2020
Interest rate derivatives (IRD) trading volumes increased in in the first quarter of 2020, driven... Read more IRD Block Trading Activity in the First Quarter of 2020
Documents (1) for IRD Block Trading Activity in the First Quarter of 2020
Video Interview: 2020 ISDA Interest Rate Derivatives Definitions
Why is there a need for the 2020 ISDA Interest Rate Derivatives Definitions, a root... Read more Video Interview: 2020 ISDA Interest Rate Derivatives Definitions
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2021 ISDA Interest Rate Derivatives Definitions
A recording of an Interest Rate Definitions Working Group call of March 17, 2020 is available to members here.