The latest data from the Bank for International Settlements (BIS) over-the-counter (OTC) derivatives statistics shows… Read more Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2024
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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 ISDA-Clarus RFR Adoption Indicator: May 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: May 2023
Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Quarter of 2023
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 Quarter of 2023
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ISDA-Clarus RFR Adoption Indicator: April 2023
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 60.7% in April 2023... Read more ISDA-Clarus RFR Adoption Indicator: April 2023
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Single-name CDS Market Update
Credit default swaps (CDS) are an important hedging tool for lenders and investors. ISDA’s latest... Read more Single-name CDS Market Update
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Transition to RFRs Review: First Quarter of 2023
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 2023
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ISDA-Clarus RFR Adoption Indicator: March 2023
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 56.6% in March 2023... Read more ISDA-Clarus RFR Adoption Indicator: March 2023
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Progress on Global Transition to RFRs in Derivatives Markets
This paper examines the progress made on the global transition to risk-free rates (RFRs). Specifically,... Read more Progress on Global Transition to RFRs in Derivatives Markets
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ISDA-Clarus RFR Adoption Indicator: February 2023
The ISDA-Clarus RFR Adoption Indicator increased to 52.9% in February 2023 compared to 51.0% in... Read more ISDA-Clarus RFR Adoption Indicator: February 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: February 2023
IRD Trading Activity Reported in EU, UK and US Markets: Full Year of 2022 and Fourth Quarter of 2022
This report analyzes interest rate derivatives (IRD) trading activity reported in Europe. The analysis is based... Read more IRD Trading Activity Reported in EU, UK and US Markets: Full Year of 2022 and Fourth Quarter of 2022
Documents (1) for IRD Trading Activity Reported in EU, UK and US Markets: Full Year of 2022 and Fourth Quarter of 2022
ISDA-Clarus RFR Adoption Indicator: January 2023
The ISDA-Clarus RFR Adoption Indicator declined to 51.1% in January 2023 compared to 54.3% in... Read more ISDA-Clarus RFR Adoption Indicator: January 2023