ISDA-Clarus RFR Adoption Indicator: September 2023
The ISDA-Clarus RFR Adoption Indicator fell to 60.3% in September 2023 compared to 66.1% in... Read more ISDA-Clarus RFR Adoption Indicator: September 2023
Tag: Interest Rate Derivatives
ISDA-Clarus RFR Adoption Indicator: August 2023
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 66.1% in August 2023... Read more ISDA-Clarus RFR Adoption Indicator: August 2023
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ISDA-Clarus RFR Adoption Indicator: July 2023
The ISDA-Clarus RFR Adoption Indicator rose to 60.6% in July 2023 compared to 58.1% in... Read more ISDA-Clarus RFR Adoption Indicator: July 2023
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SwapsInfo First Half of 2023 and the Second Quarter of 2023 Review
The latest ISDA SwapsInfo Quarterly Review shows that interest rate derivatives (IRD) traded notional and... Read more SwapsInfo First Half of 2023 and the Second Quarter of 2023 Review
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Transition to RFRs Review: First Half of 2023 and the Second 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 Half of 2023 and the Second Quarter of 2023
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ISDA-Clarus RFR Adoption Indicator: June 2023
The ISDA-Clarus RFR Adoption Indicator decreased slightly to 58.1% in June 2023 from 58.7% in... Read more ISDA-Clarus RFR Adoption Indicator: June 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: June 2023
Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2022
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 Second Half of 2022
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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