RFR Adoption Hits New High
January 11, 2023
The ISDA-Clarus RFR Adoption Indicator increased to 54.3% in December 2022, a new high for the indicator, which tracks how… Read More »
The ISDA-Clarus RFR Adoption Indicator increased to 54.3% in December 2022, a new high for the indicator, which tracks how… Read More »
The UK’s Financial Conduct Authority (FCA) has published a proposal for Libor administrator IBA to extend the publication of certain… Read More »
While the FX market has, largely, been minimally affected by the changing regulatory landscape over the past five years, the… Read More »
After a long run in which the level of adoption of Risk-Free Rates (RFRs) hit successive new peaks, September saw… Read More »
CME Group has announced it will now convert all eligible Eurodollar futures and options to SOFR equivalent contracts on April… Read More »
CME Group has announced that based on initial client feedback, it is proposing to convert Eurodollar futures and options open… Read More »
Refinitiv says it intends to launch forward looking term rate versions of its ARRC recommended fallback rates – USD Ibor… Read More »
The US Alternative Reference Rates Committee (ARRC), which operates under the auspices of the Federal Reserve Bank of New York… Read More »
The ISDA-Clarus RFR Adoption Indicator increased to yet another all-time high of 40.5% in March 2022 compared to 36.4% the… Read More »
Just as the ISDA Clarus risk-free rate adoptions indicator has demonstrated increased use of RFRs in place of Ibors, a… Read More »
The latest ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 36.3% in February compared to 31.9% the prior… Read More »
Just how much autonomy should a trader have? I ask this question having listened to the first episode of “The… Read More »
Further evidence that financial markets are moving on from Ibors is offered in the latest ISDA-Clarus RFR Adoption Indicator, which… Read More »
Signs that financial markets are rapidly transitioning away from US dollar Libor continue to build up, with CME Group seeing… Read More »
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 26.3% in November compared to 24.5% the prior month,… Read More »
CME Group has announced four new peaks in its SOFR suite of products, with open interest growing to over 1.6… Read More »
Refinitiv has announced that USD Ibor Institutional Cash Fallbacks are now production benchmarks, and it will launch USD Ibor Consumer… Read More »
The UK’s Financial Conduct Authority (FCA) has confirmed it will allow the temporary use of ‘synthetic’ sterling and yen Libor… Read More »
With the deadline for the shift away from Japanese yen Libor fast approaching, Refinitiv has unveiled Tokyo Swap Rate (for… Read More »
Firms that have Libor exposures are making progress in their preparations for the transition, but face a number operational, technology… Read More »
The UK’s Financial Conduct Authority (FCA) has confirmed that following the end of the euro, Japanese yen, sterling and Swiss… Read More »
Following the 21 September switchover from Libor to risk-free rates (RFRs) in cross currency swap markets, LCH’s SwapAgent says it… Read More »
Refinitiv has unveiled the USD Ibor Cashback series of rates, a family of rates designed to help ease the transition… Read More »
TraditionData has launched a new Secured Overnight Financing Rate (SOFR) indicative rate service that combines general collateral repo trade and… Read More »
In a move it says marks the final step in its transition plan, the Alternative Reference Rates Committee (ARRC) is… Read More »
The FICC Markets Standards Board (FMSB) has published the finalised Standard on use of Term Sonia reference rates. The Standard was… Read More »
UK regulator Financial Conduct Authority (FCA) and the Bank of England have issued a release “encouraging” liquidity providers in the… Read More »
The first six months since the launch of the Refinitiv Term Sonia Benchmark have seen significant client adoption, the firm… Read More »
With the UK market set to switch to Sonia from Libor for its reference rate, the country’s regulator and central… Read More »
As the UK pushes ahead with its plans to have markets switch from Libor to Sonia, ICE Benchmark Administration (IBA)… Read More »
The UK’s Financial Conduct Authority (FCA) and the Bank of England have released a statement “encouraging” all market participants in… Read More »
The US benchmark body, the Alternative Reference Rates Committee (ARRC), which was convened by the Federal Reserve Bank of New… Read More »
The trading volumes of interest rate derivatives referencing risk-free rates (RFRs) decreased slightly in the first quarter of 2021 according… Read More »
The UK’s Financial Conduct Authority (FCA) says that 31 December 2021 will see the end of all LIBOR rate settings… Read More »
