ISDA-Clarus RFR Adoption Indicator: June 2022
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 46.4% in June 2022... Read more ISDA-Clarus RFR Adoption Indicator: June 2022
Tag: Interest Rate Derivatives
Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Quarter of 2022
ISDA has expanded its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported... Read more Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Quarter of 2022
Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Quarter of 2022
Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2021
The latest data from the Bank for International Settlements over-the-counter (OTC) derivatives statistics shows a... Read more Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2021
Documents (1) for Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2021
ISDA-Clarus RFR Adoption Indicator: May 2022
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 46.0% in May 2022... Read more ISDA-Clarus RFR Adoption Indicator: May 2022
Documents (1) for ISDA-Clarus RFR Adoption Indicator: May 2022
Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: February 2022
ISDA has expanded its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported... Read more Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: February 2022
Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: February 2022
ISDA-Clarus RFR Adoption Indicator: April 2022
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 43.8% in April 2022... Read more ISDA-Clarus RFR Adoption Indicator: April 2022
Documents (1) for ISDA-Clarus RFR Adoption Indicator: April 2022
SwapsInfo First Quarter of 2022 Review
The latest ISDA SwapsInfo Quarterly Review shows that trading volume for interest rate derivatives (IRD)... Read more SwapsInfo First Quarter of 2022 Review
Documents (2) for SwapsInfo First Quarter of 2022 Review
Transition to RFRs Review: First 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 Quarter of 2022
Documents (1) for Transition to RFRs Review: First Quarter of 2022
ISDA-Clarus RFR Adoption Indicator: March 2022
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 40.5% in March 2022... Read more ISDA-Clarus RFR Adoption Indicator: March 2022
Documents (1) for ISDA-Clarus RFR Adoption Indicator: March 2022
ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps
The purpose of this Market Practice Note is to recommend an approach to the calendars... Read more ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps