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Reason: None provided.

So if I'm not mistaken, on your link

  1. ISDA-Clarus RFR Adoption Indicator

The ISDA-Clarus RFR Adoption Indicator tracks how much global derivatives trading activity is conducted that reference the identified risk-free rates (RFRs) (OE on US called is called SOFR) in six major currencies.

Monthly Reports

February 2023

About 50% of Derivatives volume is traded with SOFR change rather than LIBOR

https://www.isda.org/a/aaJgE/ISDA-Clarus-RFR-Adoption-Indicator-February-2023.pdf

Page 2 of the Whitepaper says USD RFR is SOFR

1 year ago
1 score
Reason: None provided.

So if I'm not mistaken, on your link

  1. ISDA-Clarus RFR Adoption Indicator

The ISDA-Clarus RFR Adoption Indicator tracks how much global derivatives trading activity is conducted that reference the identified risk-free rates (RFRs) (OE on US called is called SOFR) in six major currencies.

Monthly Reports

February 2023

If I'm not mistaken there are currently about 50% contracts that have switched over from LIBOR to SOFR

https://www.isda.org/a/aaJgE/ISDA-Clarus-RFR-Adoption-Indicator-February-2023.pdf

Page 2 of the Whitepaper says USD RFR is SOFR

1 year ago
1 score
Reason: Original

So if I'm not mistaken, on your link

  1. ISDA-Clarus RFR Adoption Indicator

The ISDA-Clarus RFR Adoption Indicator tracks how much global trading activity (as measured by DV01) is conducted in cleared over-the-counter (OTC) and exchange-traded interest rate derivatives (IRD) that reference the identified risk-free rates (RFRs) in six major currencies.

Monthly Reports

February 2023

If I'm not mistaken there are currently about 50% contracts that have switched over from LIBOR to SOFR

https://www.isda.org/a/aaJgE/ISDA-Clarus-RFR-Adoption-Indicator-February-2023.pdf

Maybe I'm not reading something right but I associate the Risk Free Rates RFR to be SOFR

1 year ago
1 score