ISDA published its first "Risk Free Rates Adoption Monthly Indicator." The new report tracks how much trading activity is being conducted "in cleared over-the-counter and exchange-traded interest rate derivatives that reference the identified risk-free rates in six major currencies." (See here for the announcement. A whitepaper on the methodology can be found here.)
Primary Sources
- ISDA Press Release: ISDA Launches Risk-free Rate Adoption Indicator
- ISDA Monthly Report, June 2020: ISDA-Clarus RFR Adoption Indicator
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