The interest rate derivative industry is an international multi-billion dollar industry that has experienced exponential growth since the early nineties, in both the number of contracts and the number of users.
An interest rate derivative is a financial instrument used to hedge against interest rate risk, or to speculate on movements in interest rates. There are usually two parties to a contract that involves one party paying a fixed rate of interest and the other a floating rate of interest, on a pre-determined notional amount and schedule. The floating rate is most often linked to some inter-bank offer rate (LIBOR in the United States, Europe and the big Asian markets). The above instruments are traded actively on both physical exchanges and in the OTC-market (Over the Counter market). Physical exchanges include CME (Chicago Mercantile Exchange) and LIFFE (London International Financial Futures and Options Exchange). By far the biggest volume occurs in the OTC market. ISDA (International Swaps and Derivatives Association) provides standardised documentation to the OTC industry. Although the bulk of trade volume occurs in the inter-bank market, the non-inter-bank market still accounts for billions of dollars in daily trade volume. The parties to a contract in the non-inter-bank market usually consist of a bank and a corporate treasury, or a bank and a fund-manager with a mandate to trade in fixed income products and/or interest rate derivatives.







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