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ISDA publishes ISDA-Clarus RFR adoption indicator for March 2023

Published on: 12 April 2023
Published by LNB News

LNB News 12/04/2023

Document Information

Issue Date: 12 April 2023

Published Date: 12 April 2023

Jurisdiction(s): United Kingdom and Ireland

Article summary

The International Swaps and Derivatives Association (ISDA) has published its ISDA-Clarus risk-free rate (RFR) Adoption Indicator for March 2023, showing an all-time high increase of 56.6% in March 2023 compared to 52.9% in February 2023. Other key highlights include that the total interest rate derivatives (IRD) DV01 increased to US$59.8bn compared to US$42.8bn in February 2023.

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