LNB News 12/04/2023
Document Information
Issue Date: 12 April 2023
Published Date: 12 April 2023
Jurisdiction(s): United Kingdom and Ireland
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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