ISDA-Clarus RFR Adoption Indicator: June 2020

ISDA-Clarus RFR Adoption Indicator is intended to track how much trading activity (as measured by DV01) being conducted in cleared over-the-counter (OTC) and exchange-traded interest rate derivatives (IRD) that reference the identified risk-free rates (RFRs) in six major currencies.

Click on the PDFs below to read the June report and a whitepaper on the methodology.

Documents (2) for ISDA-Clarus RFR Adoption Indicator: June 2020