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Interest Rate and Credit Derivatives Weekly Trading Volume: Week Ending January 19, 2024

Posted January 22, 2024 by Hao Yu & filed under Uncategorized.

Interest Rate Derivatives 2024 YTD vs. 2023 YTD Total IRD traded notional decreased by 3%, while trade count increased by 4% Fixed-for-floating IRS traded notional decreased by 30%, while trade count increased by 2% FRA traded notional and trade count decreased by 70% and 76%, respectively OIS traded notional and trade count increased by 41%…

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