Tag: Interest Rate Derivatives
The ISDA-Clarus RFR Adoption Indicator increased to 10.0% in December compared to 8.3% the prior... Read more ISDA-Clarus RFR Adoption Indicator: December 2020
ISDA-Clarus RFR Adoption Indicator: November 2020
The ISDA-Clarus RFR Adoption Indicator declined to 8.3% in November compared to 11.6% the prior... Read more ISDA-Clarus RFR Adoption Indicator: November 2020
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Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2020
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 First Half of 2020
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ISDA-Clarus RFR Adoption Indicator: October 2020
The ISDA-Clarus RFR Adoption Indicator tracks how much global trading activity (as measured by DV01)... Read more ISDA-Clarus RFR Adoption Indicator: October 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: October 2020
SwapsInfo Third Quarter of 2020 and Year-to-September 30, 2020 Review
The latest ISDA SwapsInfo Quarterly Review shows that trading volumes for interest rate derivatives (IRD)... Read more SwapsInfo Third Quarter of 2020 and Year-to-September 30, 2020 Review
Documents (2) for SwapsInfo Third Quarter of 2020 and Year-to-September 30, 2020 Review
Transition to RFRs Review: Third Quarter of 2020 and Year-to-September 30, 2020
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 2020 and Year-to-September 30, 2020
Documents (1) for Transition to RFRs Review: Third Quarter of 2020 and Year-to-September 30, 2020
ISDA-Clarus RFR Adoption Indicator: September 2020
The ISDA-Clarus RFR Adoption Indicator tracks how much global trading activity (as measured by DV01)... Read more ISDA-Clarus RFR Adoption Indicator: September 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: September 2020
ISDA-Clarus RFR Adoption Indicator: August 2020
The ISDA-Clarus RFR Adoption Indicator is intended to track how much global trading activity (as... Read more ISDA-Clarus RFR Adoption Indicator: August 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: August 2020
ISDA-Clarus RFR Adoption Indicator: July 2020
The ISDA-Clarus RFR Adoption Indicator is intended to track how much global trading activity (as... Read more ISDA-Clarus RFR Adoption Indicator: July 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: July 2020
ISDA-Clarus RFR Adoption Indicator: June 2020
ISDA-Clarus RFR Adoption Indicator is intended to track how much trading activity (as measured by... Read more ISDA-Clarus RFR Adoption Indicator: June 2020