ISDA-Clarus RFR Adoption Indicator

The ISDA-Clarus RFR Adoption Indicator was at 4.7% in June 2020. This indicator measures the risk-weighted (DV01) percentage of trading activity that takes place in RFR products. Five further sub-indicators have been developed in conjunction with ISDA, providing market participants with granular transparency into RFR activity. Check out the first publication to learn about RFR […]