Interest Rate Derivatives – Page 9 – 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

Research Notes | November 1, 2021

Transition to RFRs Review: Third Quarter of 2021 and Year-to-September 30, 2021

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

Documents (1) for Transition to RFRs Review: Third Quarter of 2021 and Year-to-September 30, 2021

Transition to RFRs Review Third Quarter of 2021 and Year-to-September 30, 2021(pdf) will open in a new tab or window

Research Notes | October 14, 2021

ISDA-Clarus RFR Adoption Indicator: September 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 20.3% in September compared to... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: September 2021

ISDA-Clarus RFR Adoption Indicator 2021-09(pdf) will open in a new tab or window

derivatiViews | October 6, 2021

A New Standard for Interest Rate Derivatives

Someone using the then-newly minted interest rate derivatives definitions back in 2006 would only have... Read more

Documents (0) for A New Standard for Interest Rate Derivatives

Press Releases | October 4, 2021

Landmark Change in Interest Rate Derivatives Market as New Definitions Take Effect

ISDA has today announced the implementation of its new standard definitional booklet for interest rate... Read more

Documents (1) for Landmark Change in Interest Rate Derivatives Market as New Definitions Take Effect

Landmark Change in Interest Rate Derivatives Market as New Definitions Take Effect(pdf) will open in a new tab or window

Legal | October 4, 2021

2021 ISDA Interest Rate Derivatives Definitions InfoHub

Please note that ISDA no longer supports the 2006 ISDA Definitions – see ISDA’s statement... Read more

Documents (0) for 2021 ISDA Interest Rate Derivatives Definitions InfoHub

Research Notes | September 28, 2021

Interest Rate Derivatives Trading Activity in the EU, UK and US: July 2021

ISDA has expanded its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported... Read more

Documents (1) for Interest Rate Derivatives Trading Activity in the EU, UK and US: July 2021

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets July 2021(pdf) will open in a new tab or window

Research Notes | September 14, 2021

ISDA-Clarus RFR Adoption Indicator: August 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 17.5% in August compared to... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: August 2021

ISDA-Clarus RFR Adoption Indicator August 2021(pdf) will open in a new tab or window

Research Notes | August 24, 2021

Interest Rate Derivatives Trading Activity in the EU, UK and US: June 2021

ISDA has expanded its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported... Read more

Documents (1) for Interest Rate Derivatives Trading Activity in the EU, UK and US: June 2021

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets June 2021(pdf) will open in a new tab or window

SwapsInfo | August 12, 2021

SwapsInfo First Half of 2021 and the Second Quarter of 2021 Review

The latest ISDA SwapsInfo Quarterly Review shows that trading volumes for both interest rate derivatives... Read more

Documents (2) for SwapsInfo First Half of 2021 and the Second Quarter of 2021 Review

Research Notes | August 11, 2021

ISDA-Clarus RFR Adoption Indicator: July 2021

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 14.1% in July compared... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: July 2021

ISDA-Clarus RFR Adoption Indicator July 2021(pdf) will open in a new tab or window