Pimco triples book as IR swaptions market nearly doubles

Samuel Karasek
06 May 2022

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US mutual funds added roughly $90 billion to their interest rate swaptions positions in the fourth quarter of 2021, with Pimco alone accounting for $75.4 billion of those transactions.

The bond behemoth already dominated the market, but thanks to this massive bet its market share grew to 51% of the total from 28% in Q3. Overall, the swaptions space grew by two thirds, reaching a combined $225 billion in notionals, the highest recorded over the past two years for which Risk.net has data.

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