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 2023 and Second Quarter of 2023
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Transition to RFRs Review: First 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 Quarter of 2023
Documents (1) for Transition to RFRs Review: First Quarter of 2023
ISDA-Clarus RFR Adoption Indicator: March 2023
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 56.6% in March 2023... Read more ISDA-Clarus RFR Adoption Indicator: March 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: March 2023
Progress on Global Transition to RFRs in Derivatives Markets
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
Documents (1) for Progress on Global Transition to RFRs in Derivatives Markets
ISDA-Clarus RFR Adoption Indicator: February 2023
The ISDA-Clarus RFR Adoption Indicator increased to 52.9% in February 2023 compared to 51.0% in... Read more ISDA-Clarus RFR Adoption Indicator: February 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: February 2023
IRD Trading Activity Reported in EU, UK and US Markets: Full Year of 2022 and Fourth Quarter of 2022
This report analyzes interest rate derivatives (IRD) trading activity reported in Europe. The analysis is based... Read more IRD Trading Activity Reported in EU, UK and US Markets: Full Year of 2022 and Fourth Quarter of 2022
Documents (1) for IRD Trading Activity Reported in EU, UK and US Markets: Full Year of 2022 and Fourth Quarter of 2022
ISDA-Clarus RFR Adoption Indicator: January 2023
The ISDA-Clarus RFR Adoption Indicator declined to 51.1% in January 2023 compared to 54.3% in... Read more ISDA-Clarus RFR Adoption Indicator: January 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: January 2023
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