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ISDA publishes ISDA-Clarus RFR adoption indicator for September 2022

Published on: 12 October 2022
Published by LNB News

LNB News 12/10/2022

Document Information

Issue Date: 12 October 2022

Published Date: 12 October 2022

Jurisdiction(s): United Kingdom

Article summary

The International Swaps and Derivatives Association (ISDA) has published its ISDA-Clarus risk free rates (RFR) adoption indicator for September 2022, which was 51.0% compared to 51.1% in August 2022. The indicator tracks how much global trading activity (as measured by DV01) is conducted in cleared over-the-counter and exchange-traded interest rate derivatives (IRD) that reference the identified RFRs in six major currencies. On a traded notional basis, the percentage of RFR-linked IRD comprised 44.9% of total IRD in September 2022 compared to 44.0% in August 2022.

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