Research Notes | November 14, 2023 Research

ISDA-Clarus RFR Adoption Indicator: October 2023

The ISDA-Clarus RFR Adoption Indicator fell to 59.9% in October 2023 compared to 60.3% in… Read more ISDA-Clarus RFR Adoption Indicator: October 2023

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Research Notes | January 23, 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

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Research Notes | December 19, 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

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Research Notes | December 7, 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

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Research Notes | November 29, 2022

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

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Research Notes | November 3, 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

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Documents (1) for Transition to RFRs Review: Third Quarter of 2022 and Year-to-September 30, 2022

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