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

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Tag: Interest Rate Derivatives

SwapsInfo | July 31, 2023

SwapsInfo First Half of 2023 and the Second Quarter of 2023 Review

The latest ISDA SwapsInfo Quarterly Review shows that interest rate derivatives (IRD) traded notional and... Read more

Documents (2) for SwapsInfo First Half of 2023 and the Second Quarter of 2023 Review

Research Notes | July 26, 2023

Transition to RFRs Review: First Half of 2023 and the Second Quarter of 2023

The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more

Documents (1) for Transition to RFRs Review: First Half of 2023 and the Second Quarter of 2023

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Research Notes | July 11, 2023

ISDA-Clarus RFR Adoption Indicator: June 2023

The ISDA-Clarus RFR Adoption Indicator decreased slightly to 58.1% in June 2023 from 58.7% in... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: June 2023

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Research Notes | June 15, 2023

Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2022

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

Documents (1) for Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2022

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Research Notes | June 12, 2023

ISDA-Clarus RFR Adoption Indicator: May 2023

The ISDA-Clarus RFR Adoption Indicator decreased to 58.7% in May 2023 compared to 60.7% in... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: May 2023

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Research Notes | June 6, 2023

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Quarter of 2023

This report analyzes interest rate derivatives (IRD) trading activity reported in Europe. The analysis is based... Read more

Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Quarter of 2023

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Research Notes | May 15, 2023

ISDA-Clarus RFR Adoption Indicator: April 2023

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 60.7% in April 2023... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: April 2023

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Surveys | May 9, 2023

ISDA Margin Survey Year-end 2022

The ISDA Margin Survey analyzes the amount and type of initial margin (IM) and variation... Read more

Documents (1) for ISDA Margin Survey Year-end 2022

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Research Notes | May 3, 2023

Transition to RFRs Review: First Quarter of 2023