Interest Rate and Credit Derivatives Weekly Trading Volume: Week Ending September 30, 2022

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Interest Rate Derivatives 2022 Current Week vs. 2021 Current Week Total IRD traded notional and trade count increased by 7% and 32%, respectively Fixed-for-floating IRS traded notional and trade count decreased by 42% and 16%, respectively FRA traded notional and trade count decreased by 66% and 51%, respectively OIS traded notional and trade count increased…