Interest Rate and Credit Derivatives Weekly Trading Volume: Week Ending November 29, 2024

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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.   Check out the latest research paper CDS Market Dynamics: Analyzing Trends in Single-name CDS and Index CDS Market Activity.   Interest Rate Derivatives 2024 YTD vs. 2023 YTD…