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Posts By: Hao Yu

Interest Rate and Credit Derivatives Weekly Trading Volume: Week Ending July 7, 2023

Posted July 10, 2023 by Hao Yu & filed under Uncategorized.

Please note the section on IRD benchmark data analysis has been discontinued as the USD LIBOR panel ceased on June 30, 2023.  Interest Rate Derivatives 2023 YTD vs. 2022 YTD Total IRD traded notional and trade count increased by 17% and 18%, respectively Fixed-for-floating IRS traded notional and trade count decreased by 42% and 6%,…

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