Interest Rate Derivatives – Page 2 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

Press Releases | June 14, 2021

ISDA Publishes First Digital Definitions for Interest Rate Derivatives

ISDA has published an updated and enhanced version of its landmark definitional booklet for interest... Read more

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Research Notes | June 10, 2021

ISDA-Clarus RFR Adoption Indicator: May 2021

ISDA-Clarus RFR Adoption Indicator increased to 10.7% in May compared to 10.1% the prior month.... Read more

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Research Notes | May 26, 2021

Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2020

The latest data from the Bank for International Settlements over-the-counter (OTC) derivatives statistics shows a... Read more

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Research Notes | May 13, 2021

ISDA-Clarus RFR Adoption Indicator: April 2021

ISDA-Clarus RFR Adoption Indicator increased to 10.1% in April compared to 8.7% the prior month.... Read more

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SwapsInfo | May 4, 2021

SwapsInfo First Quarter of 2021 Review

The latest ISDA SwapsInfo Quarterly Review shows that trading volumes for both interest rate derivatives... Read more

Documents (2) for SwapsInfo First Quarter of 2021 Review

Legal | May 1, 2021

2021 ISDA Interest Rate Derivatives Definitions

ISDA is currently working with members to draft the 2021 ISDA Interest Rate Derivatives Definitions, a root and branch update of the 2006 ISDA Definitions.