Interest Rate and Credit Derivatives Weekly Trading Volume: Week Ending June 13, 2025

Posted by & filed under Uncategorized.

Check out the latest research papers SwapsInfo First Quarter of 2025.   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…