ISDA Generic Fallback Provisions – Summary
The summary of the Generic Fallback Provisions in this document reflects the Generic Fallback Provisions... Read more ISDA Generic Fallback Provisions - Summary
Tag: Interest Rate Derivatives
ISDA-Clarus RFR Adoption Indicator: October 2022
The ISDA-Clarus RFR Adoption Indicator was 51.3% in October 2022 compared to 51.1% the prior... Read more ISDA-Clarus RFR Adoption Indicator: October 2022
Documents (1) for ISDA-Clarus RFR Adoption Indicator: October 2022
SwapsInfo Third Quarter of 2022 and Year-to-September 30, 2022 Review
The latest ISDA SwapsInfo Quarterly Review shows that trading volume for interest rate derivatives (IRD)... Read more SwapsInfo Third Quarter of 2022 and Year-to-September 30, 2022 Review
Documents (2) for SwapsInfo Third Quarter of 2022 and Year-to-September 30, 2022 Review
Transition to RFRs Review: Third Quarter of 2022 and Year-to-September 30, 2022
The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more Transition to RFRs Review: Third Quarter of 2022 and Year-to-September 30, 2022
Documents (1) for Transition to RFRs Review: Third Quarter of 2022 and Year-to-September 30, 2022
ISDA-Clarus RFR Adoption Indicator: September 2022
The ISDA-Clarus RFR Adoption Indicator was 51.0% in September 2022 compared to 51.1% the prior... Read more ISDA-Clarus RFR Adoption Indicator: September 2022
Documents (1) for ISDA-Clarus RFR Adoption Indicator: September 2022
ISDA-Clarus RFR Adoption Indicator: August 2022
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 51.1% in August 2022... Read more ISDA-Clarus RFR Adoption Indicator: August 2022
Documents (1) for ISDA-Clarus RFR Adoption Indicator: August 2022
Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Half of 2022 and Second Quarter of 2022
This report analyzes interest rate derivatives (IRD) trading activity reported in Europe. The analysis is based... Read more Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Half of 2022 and Second Quarter of 2022
Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Half of 2022 and Second Quarter of 2022
ISDA-Clarus RFR Adoption Indicator: July 2022
The ISDA-Clarus RFR Adoption Indicator was 46.4% in July 2022, flat compared to the prior month. The... Read more ISDA-Clarus RFR Adoption Indicator: July 2022
Documents (1) for ISDA-Clarus RFR Adoption Indicator: July 2022
SwapsInfo First Half of 2022 and the Second Quarter of 2022 Review
The latest ISDA SwapsInfo Quarterly Review shows that trading volume for interest rate derivatives (IRD)... Read more SwapsInfo First Half of 2022 and the Second Quarter of 2022 Review
Documents (2) for SwapsInfo First Half of 2022 and the Second Quarter of 2022 Review
Transition to RFRs Review: First Half of 2022 and the Second Quarter of 2022
The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more Transition to RFRs Review: First Half of 2022 and the Second Quarter of 2022