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Interest Rate and Credit Derivatives Weekly Trading Volume: Week Ending May 31, 2024

Posted June 3, 2024 by Hao Yu & filed under Uncategorized.

Interest Rate Derivatives 2024 YTD vs. 2023 YTD Total IRD traded notional and trade count increased by 6% and 7%, respectively Fixed-for-floating IRS traded notional and trade count increased by 23% and 3%, respectively FRA traded notional and trade count decreased by 50% and 66%, respectively OIS traded notional and trade count increased by 14%…

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