The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and… Read more Transition to RFRs Review: Full Year 2022 and the Fourth Quarter of 2022
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Transition to RFRs Review: Full Year 2022 and the Fourth Quarter of 2022
The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more Transition to RFRs Review: Full Year 2022 and the Fourth Quarter of 2022
Documents (1) for Transition to RFRs Review: Full Year 2022 and the Fourth Quarter of 2022
ISDA-Clarus RFR Adoption Indicator: December 2022
The ISDA-Clarus RFR Adoption Indicator increased to 54.3% in December 2022 compared to 50.8% the... Read more ISDA-Clarus RFR Adoption Indicator: December 2022
Documents (1) for ISDA-Clarus RFR Adoption Indicator: December 2022
Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2022
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 2022
Documents (1) for Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2022
ISDA-Clarus RFR Adoption Indicator: November 2022
The ISDA-Clarus RFR Adoption Indicator increased to 51.4% in November 2022 compared to 51.3% the... Read more ISDA-Clarus RFR Adoption Indicator: November 2022
Documents (1) for ISDA-Clarus RFR Adoption Indicator: November 2022
Insights into Global OTC IRD Markets Based on the 2022 BIS Triennial Central Bank Survey
This paper highlights the changes in over-the-counter (OTC) interest rate derivatives (IRD) markets from 2019... Read more Insights into Global OTC IRD Markets Based on the 2022 BIS Triennial Central Bank Survey
Documents (1) for Insights into Global OTC IRD Markets Based on the 2022 BIS Triennial Central Bank Survey
Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: Third Quarter of 2022
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: Third Quarter of 2022
Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: Third Quarter of 2022
ISDA-Clarus RFR Adoption Indicator: October 2022
The ISDA-Clarus RFR Adoption Indicator was 51.3% in October 2022 compared to 51.1% the prior... Read more ISDA-Clarus RFR Adoption Indicator: October 2022
Documents (1) for ISDA-Clarus RFR Adoption Indicator: October 2022
Transition to RFRs Review: Third Quarter of 2022 and Year-to-September 30, 2022
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 2022 and Year-to-September 30, 2022
Documents (1) for Transition to RFRs Review: Third Quarter of 2022 and Year-to-September 30, 2022
ISDA-Clarus RFR Adoption Indicator: September 2022
The ISDA-Clarus RFR Adoption Indicator was 51.0% in September 2022 compared to 51.1% the prior... Read more ISDA-Clarus RFR Adoption Indicator: September 2022
Documents (1) for ISDA-Clarus RFR Adoption Indicator: September 2022
ISDA-Clarus RFR Adoption Indicator: August 2022
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 51.1% in August 2022... Read more ISDA-Clarus RFR Adoption Indicator: August 2022