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Interest Rate and Credit Derivatives Weekly Trading Volume: Week Ending April 12, 2024

Posted April 15, 2024 by Hao Yu & filed under Uncategorized.

Interest Rate Derivatives 2024 YTD vs. 2023 YTD Total IRD traded notional decreased by 1%, while trade count increased by 3% Fixed-for-floating IRS traded notional and trade count increased by 12% and 1%, respectively FRA traded notional and trade count decreased by 58% and 73%, respectively OIS traded notional and trade count increased by 11%…

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