Research Notes | May 13, 2021 Research

ISDA-Clarus RFR Adoption Indicator: April 2021

ISDA-Clarus RFR Adoption Indicator increased to 10.1% in April compared to 8.7% the prior month…. Read more ISDA-Clarus RFR Adoption Indicator: April 2021

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Research Notes | November 24, 2020

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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Research Notes | October 22, 2020

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

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Research Notes | July 28, 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

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Research Notes | July 21, 2020

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

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