Interest Rate Derivatives – Page 3 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

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

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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

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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

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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

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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

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Research Notes | May 3, 2023

Transition to RFRs Review: First Quarter of 2023

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

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SwapsInfo | May 2, 2023

SwapsInfo First Quarter of 2023 Review

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

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Interest Rate | April 13, 2023

ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance – 2021 and 2006 ISDA Definitions

ISDA has updated the attached guidance for parties to over-the-counter derivative transactions that are affected... Read more

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Research Notes | April 11, 2023

ISDA-Clarus RFR Adoption Indicator: March 2023

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 56.6% in March 2023... Read more

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Interest Rate | April 4, 2023

ISDA Guidance: SOFR Publication on Good Friday 2023

ISDA guidance for parties to over-the-counter derivative transactions affected by expected non-publication of SOFR on... Read more

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