Interest Rate Derivatives – Page 5 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

Interest Rate October 31, 2023

ISDA Future Cessation Guidance – 2021 ISDA Interest Rate Derivatives Definitions and 2006 ISDA Definitions – ICAPZAR

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

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Research Notes October 16, 2023

Overview of the Canadian Derivatives Market

While the Canadian derivatives market encompasses a relatively small share of global turnover, it plays... Read more

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Research Notes October 13, 2023

ISDA-Clarus RFR Adoption Indicator: September 2023

The ISDA-Clarus RFR Adoption Indicator fell to 60.3% in September 2023 compared to 66.1% in... Read more

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Research Notes September 12, 2023

ISDA-Clarus RFR Adoption Indicator: August 2023

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 66.1% in August 2023... Read more

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Research Notes August 14, 2023

ISDA-Clarus RFR Adoption Indicator: July 2023

The ISDA-Clarus RFR Adoption Indicator rose to 60.6% in July 2023 compared to 58.1% in... Read more

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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

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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

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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

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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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