Credit derivatives lead OTC growth
Credit derivatives continue to be the fastest-growing sector of the over-the-counter market this year, despite rising numbers of early terminations.
According to the Bank for International Settlements, the six months to June 2006 saw a 46% increase in notional values of outstanding credit default swaps, to $20.3 trillion from $13.9 trillion. This was despite increased activity by tear-up companies such as TriOptima, which terminated almost $4 trillion in overlapping contracts.
Meanwhile, growth
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