Interest Rate and Credit Derivatives Weekly Trading Volume: Week Ending March 7, 2025

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The CFTC’s updated post-initial minimum block and cap sizes, effective October 7, 2024, have resulted in higher year-over-year disclosed traded notional for IRD and index credit derivatives.   OIS and fixed-for-floating transactions are now grouped into three tenor-based buckets: up to and including one year, over one year up to and including five years, and…