Interest Rate Derivatives – Page 22 – International Swaps and Derivatives Association

To experience the full functionality of the ISDA website, it is necessary to enable Javascript in your browser.
Here are instructions on how to enable JavaScript in your web browser.

Tag: Interest Rate Derivatives

Interest Rate April 2, 2013

Rates SDR Liquidity Data (January – March 2013) – DATA UPDATE

Interest Rate liquidity data based on public information compiled from the DTCC real-time reporting SDR,... Read more

Documents (1) for Rates SDR Liquidity Data (January – March 2013) – DATA UPDATE

rates-sdr-liquidity-data-jan-through-march-2013(pdf) will open in a new tab or window

Interest Rate March 25, 2013

LIBOR Discontinuations Guidance

Industry guidance and associated bilateral Amendment Letter for the discontinuation of certain currencies and maturities... Read more

Documents (2) for LIBOR Discontinuations Guidance

Credit March 20, 2013

Credit Liquidity Data (January – March 2013) – DATA UPDATE

Credit data based on public data compiled from the DTCC real-time reporting SDR in the... Read more

Documents (1) for Credit Liquidity Data (January – March 2013) – DATA UPDATE

credit-dtcc-sdr-data-3-11-13-3pm(pdf) will open in a new tab or window

Interest Rate March 4, 2013

Credit and Interest Rate Liquidity Data Study (January 2013)

Credit and Interest Rate liquidity study based on public data compiled from the DTCC real-time... Read more

Documents (1) for Credit and Interest Rate Liquidity Data Study (January 2013)

credit-and-rates-sdr-liquidity-data-study-january-2013(pdf) will open in a new tab or window

Interest Rate April 16, 2012

Leap Year Conventions 2012

Industry practice with regards to leap year trading from the ISDA Rates Steering Committee

Documents (1) for Leap Year Conventions 2012

leap-year-convensions-2(pdf) will open in a new tab or window

Interest Rate March 6, 2012

Linear Interpolation Example

Linear Interpolation formula spreadsheet (March 2012) / Linear Interpolation example (January 2010) ISDA published an... Read more

Documents (2) for Linear Interpolation Example

Interest Rate October 6, 2011

Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend

2010 Standardisation Matrix / corresponding legend

Documents (2) for Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend

Interest Rate September 20, 2011

Standardisation Legend 2011- Rates- Final

2011 Standardisation Matrix Definitions and Reporting Explanations for Interest Rate Derivatives

Documents (1) for Standardisation Legend 2011- Rates- Final

standardization-legend-2011-rates-final(doc) will open in a new tab or window

Press Releases May 11, 2011

ISDA Announces Interest Rate Derivatives Trade Repository Selection

NEWS RELEASE For Immediate Release ISDA Announces Interest Rate Derivatives Trade Repository Selection NEW YORK,... Read more

Documents (1) for ISDA Announces Interest Rate Derivatives Trade Repository Selection

interestratesrepositoryselection(pdf) will open in a new tab or window

Interest Rate March 23, 2011

Questions received by ISDA on the RFP for the Interest Rate Derivatives Trade Repository and answers provided

Documents (1) for Questions received by ISDA on the RFP for the Interest Rate Derivatives Trade Repository and answers provided

rfp-for-the-interest-rate-derivatives-trade-repository-questions-received-and-answers23-03(pdf) will open in a new tab or window

1 … 20 21 22 23 24

Tue, Dec 2, 2025

Tue, Apr 28 to Thu, Apr 30, 2026