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
Tag: Interest Rate Derivatives
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
Documents (2) for ISDA-Clarus RFR Adoption Indicator: June 2020
ISDA Launches Risk-free Rate Adoption Indicator
ISDA has launched a new indicator to monitor the adoption of alternative risk-free rates (RFRs)... Read more ISDA Launches Risk-free Rate Adoption Indicator
Documents (1) for ISDA Launches Risk-free Rate Adoption Indicator
SwapsInfo First Half of 2020 and Second Quarter of 2020 Review
The latest ISDA SwapsInfo Quarterly Review shows that trading volumes for interest rate derivatives (IRD)... Read more SwapsInfo First Half of 2020 and Second Quarter of 2020 Review
Documents (2) for SwapsInfo First Half of 2020 and Second Quarter of 2020 Review
Interest Rate Benchmarks Review: First Half of 2020 and Second Quarter of 2020
In the first half of 2020, traded notional of interest rate derivatives (IRD) referencing alternative... Read more Interest Rate Benchmarks Review: First Half of 2020 and Second Quarter of 2020