Interest Rate and Credit Derivatives Weekly Trading Volume: Week Ending May 15, 2020

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Interest Rate Derivatives 2020 YTD vs. 2019 YTD Total IRD traded notional and trade count increased by 14% and 25%, respectively Fixed-for-floating IRS traded notional decreased by 6%, while trade count increased by 22% FRAs traded notional and trade count increased by 11% and 27%, respectively OIS traded notional and trade count increased by 52% and…