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

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

Interest Rate Derivatives 2024 YTD vs. 2023 YTD Total IRD traded notional and trade count both increased by 12% Fixed-for-floating IRS traded notional and trade count increased by 35% and 10%, respectively FRA traded notional and trade count decreased by 42% and 61%, respectively OIS traded notional and trade count increased by 16% and 22%,…

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