Pimco adds $103bn in fresh receive-fix interest rate swaps

Counterparty Radar: Bond powerhouse moves to lock in high rates in Q2 with one-year swap


Pimco boosted the notional value of its interest rate swaps book by 37% to roughly $679 billion in the second quarter as it looked to lock in income from high rates.

The expansion contributed to a 23% increase in the aggregate value of interest rate swaps owned by US mutual and exchange-traded funds to $990 billion, the highest since Risk.net’s Counterparty Radar service began collating SEC data on over-the-counter derivatives positions of US-listed funds at the start of 2020.

Pimco pivoted

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