This paper examines the progress made on the global transition to risk-free rates (RFRs). Specifically,… Read more Progress on Global Transition to RFRs in Derivatives Markets
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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
Documents (1) for ISDA-Clarus RFR Adoption Indicator: August 2022
Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Half of 2022 and Second 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: First Half of 2022 and Second Quarter of 2022
Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Half of 2022 and Second Quarter of 2022
ISDA-Clarus RFR Adoption Indicator: July 2022
The ISDA-Clarus RFR Adoption Indicator was 46.4% in July 2022, flat compared to the prior month. The... Read more ISDA-Clarus RFR Adoption Indicator: July 2022
Documents (1) for ISDA-Clarus RFR Adoption Indicator: July 2022
Transition to RFRs Review: First Half of 2022 and the Second 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: First Half of 2022 and the Second Quarter of 2022
Documents (1) for Transition to RFRs Review: First Half of 2022 and the Second Quarter of 2022
ISDA-Clarus RFR Adoption Indicator: June 2022
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 46.4% in June 2022... Read more ISDA-Clarus RFR Adoption Indicator: June 2022
Documents (1) for ISDA-Clarus RFR Adoption Indicator: June 2022
Demystifying Derivatives Trading in the EU
This paper examines the dynamics of derivatives trading in the EU. It analyzes transactions executed... Read more Demystifying Derivatives Trading in the EU
Documents (1) for Demystifying Derivatives Trading in the EU
Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Quarter of 2022
ISDA has expanded its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported... Read more Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Quarter of 2022