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Posts By: Hao Yu

Interest Rate and Credit Derivatives Weekly Trading Volume: Week Ending June 7, 2024

Posted June 10, 2024 by Hao Yu & filed under Uncategorized.

Interest Rate Derivatives 2024 YTD vs. 2023 YTD Total IRD traded notional and trade count both increased by 8% Fixed-for-floating IRS traded notional and trade count increased by 25% and 5%, respectively FRA traded notional and trade count decreased by 48% and 66%, respectively OIS traded notional and trade count increased by 15% and 21%,…

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