RFR Data: SOFR Sees Record Risk Traded
The ISDA-Clarus RFR Adoption Indicator has been published for July 2020. The headlines are: The RFR Adoption Indicator was at 6.8% in July 2020. This moved higher from 4.7% the prior month, reaching the highest level since February. Of particular note, 3.8% of all USD risk was traded in SOFR. This was higher than the […]
CCP Volumes and Share in CRD and FXD – 2Q 2020
I recently looked at CCP Swap Volumes and Share – 2Q 2020 for Interest Rate Swaps, so today I will do the same analysis for Credit Derivatives and FX Derivatives. USD CRD Starting with Credit Derivatives in USD, both Indices and Single-names. 2Q 2020 with $2.65 trillion, up from the $2 trillion in 2Q 2019 […]