The percentage of #trading activity in #SOFR reached 7.4% of total USD IRD DV01 transacted in July compared to 6% the prior month. GBP saw the largest percentage of RFR-linked IRD trading activity, totaling 58.8% of total GBP IRD DV01
ISDA Wed 11 Aug 2021 13:33- On a traded notional basis, the percentage of RFR-linked IRD comprised 12.3% of total IRD in July compared to 11.4% the prior month. RFR-linked IRD DV01 totaled $3.8 bln, flat compared to the prior month & total IRD DV01 transacted declined to $26.6 bln vs. $32.2 bln in June ISDA Wed 11 Aug 2021 13:33
- The report analyzes European transactions based on location of reporting venues (EU vs. UK), currency, product taxonomy, execution venue & cleared status. The analysis also compares European IRD reported trading activity to US trading activity from @The_DTCC swap data repository ISDA Tue 10 Aug 2021 14:52
- The analysis, believed to be the first of its kind, is based on transactions publicly reported by 30 European approved publication arrangements and #trading venues for May 2021 ISDA Tue 10 Aug 2021 14:47
- Based on US trading data, IRD traded notional referencing #SOFR increased to $1.7 trillion from $488.6 billion in H1 2021. The proportion of IRD traded notional linked to #SOFR accounted for 1.4% of total IRD traded notional and 18.4% of IRD traded notional referencing RFRs ISDA Wed 04 Aug 2021 14:00
- According to report, the average monthly ISDA-@clarusft Risk-free Rate (#RFR) Adoption Indicator increased to 10.2% in H1 2021 compared to 6.5% in H1 2020. On a traded notional basis, the % of RFR-linked IRD increased to 10.9% of total IRD in H1 2021 compared to 7.4% in H1 2020 https://t.co/pOsNPrfl5L ISDA Wed 04 Aug 2021 14:00
- Thanks again to @Tradeweb for supporting the ISDA #Derivatives Trading Forum. Look out for part three of the series in September @ISDAConferences ISDA Tue 29 Jun 2021 16:30
- The pandemic was a real test of the regulatory reforms. Margin requirements, for example, helped mitigate credit risk so people had more confidence in how markets would function. You have to applaud the fact that market reforms more or less worked, says DE Shaw's Darcy Bradbury ISDA Tue 29 Jun 2021 16:05
- In the first few days and weeks of the pandemic, executing anything that was considered size wasn’t as easy – you certainly saw a lot less liquidity on that front because people were needing capital to absorb price action, says Biswarup Chatterjee @Citi ISDA Tue 29 Jun 2021 16:00
- There were some very tough days and dislocations during the pandemic, but as opposed to 2008, when there were more persistent dislocations in certain asset classes, once the market had a chance to recalibrate, things worked pretty well, says Darcy Bradbury @DEShawGroup ISDA Tue 29 Jun 2021 15:55
- There were some tough days and dislocations, but the bottom line is that the market worked well during the coronavirus crisis, says DE Shaw's Darcy Bradbury @ISDAConferences ISDA Tue 29 Jun 2021 15:50
- The final panel explores policy lessons from the pandemic and implications for #derivatives and other financial markets, with @DEShawGroup and @Citi @ISDAConferences ISDA Tue 29 Jun 2021 15:45
- Firms that will become subject to non-cleared margin requirements on the phase five and even phase six implementation date need to treat compliance with those requirements with a sense of urgency. There will be no reprieve from current compliance deadlines, says @CFTCstump ISDA Tue 29 Jun 2021 15:30
- I am pleased to see some voluntary adoption of, and transition to, alternative reference rates to replace LIBOR. This process has made good progress thanks to open dialogue, asking of questions, sharing of ideas, and a little regulatory nudging, says @CFTCstump @ISDAConferences ISDA Tue 29 Jun 2021 15:30
- In our efforts to handle the COVID-19 curveball, we need to make sure those who manage teacher retirement plans, college savings and food production can continue to effectively access derivatives to manage the risk of uncertainty, says @CFTCstump ISDA Tue 29 Jun 2021 15:30
- Adapting to market evolution through principles rather than prescription both allows the CFTC to oversee growth and change, while not having to constantly rewrite regulations in response to every market development, says @CFTCstump ISDA Tue 29 Jun 2021 15:25
- Welcoming innovation in derivatives markets is at the heart of what the CFTC does, through a long history of principles-based regulation, says @CFTCstump ISDA Tue 29 Jun 2021 15:20
- Difficult questions remain in how to value a company’s ESG standing, but the CFTC should remain focused on our job – regulating any derivatives markets that develop in response to demand for ESG investing, says @CFTCstump ISDA Tue 29 Jun 2021 15:20
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