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 ISDA-Clarus RFR Adoption Indicator: October 2021
Tag: Interest Rate Derivatives
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 Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: August 2021
Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: August 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 SwapsInfo Third Quarter of 2021 and Year-to-September 30, 2021 Review
Documents (2) for SwapsInfo Third Quarter of 2021 and Year-to-September 30, 2021 Review
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 Transition to RFRs Review: Third Quarter of 2021 and Year-to-September 30, 2021
Documents (1) for Transition to RFRs Review: Third Quarter of 2021 and Year-to-September 30, 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 ISDA-Clarus RFR Adoption Indicator: September 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: September 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 A New Standard for Interest Rate Derivatives
Documents (0) for A New Standard for Interest Rate Derivatives
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 Landmark Change in Interest Rate Derivatives Market as New Definitions Take Effect
Documents (1) for Landmark Change in Interest Rate Derivatives Market as New Definitions Take Effect
2021 ISDA Interest Rate Derivatives Definitions
Please note that ISDA no longer supports the 2006 ISDA Definitions – see ISDA’s statement... Read more 2021 ISDA Interest Rate Derivatives Definitions
Documents (0) for 2021 ISDA Interest Rate Derivatives Definitions
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 Interest Rate Derivatives Trading Activity in the EU, UK and US: July 2021
Documents (1) for Interest Rate Derivatives Trading Activity in the EU, UK and US: July 2021
ISDA-Clarus RFR Adoption Indicator: August 2021
ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 17.5% in August compared to... Read more ISDA-Clarus RFR Adoption Indicator: August 2021