The latest analysis of RFR adoption is now available.

The latest analysis of the adoption of alternative risk free rates (RFRs) such as SOFR and SONIA is now available. Key highlights include:

RFRs global activity in cleared OTC and exchange-traded IRD has increased by nearly 10% from last quarter
IRD traded notional as similarly increased from last quarter
The traded notional of OTC IRD with RFRs is now at $27.1 trillion compared to only $17.5 trillion in the last quarter
SOFR-specific IRD has increased to $12.8 trillion from $5.6 million in the previous quarter

The summary announcement can be read here.
The full 1st Quarter Review can be read here.

Contacts

Please visit www.pasVal.com for more information.

About Epsilon Technologies Group

Epsilon is a vibrant capital markets technology solutions and services firm serving small and medium-sized financial institutions such as regional banks, Government-Sponsored Enterprises, and Federal Home Loan Banks. The Group’s deep expertise embraces every aspect of software development, products, data, technologies, and consulting. Epsilon offers ETS and Principia Analytic System as licensed products, and various innovative bespoke solutions across a broad set of capital markets domains. Epsilon also offers a full range of consulting services, including implementation, advisory, analytics, risk management, accounting, and data modeling.