BIS: Investors dumped rate protection in late 2010

business graph

Open interest in exchange-traded derivatives fell 13% over the fourth quarter of last year, despite a 9% increase in turnover, according to figures published by the Bank for International Settlements (BIS) today.

Outstanding notional fell from $24.4 trillion to $22.3 trillion for futures and from $53.2 trillion to $45.6 trillion for options between September and December 2010, the BIS said. Most of the fall came in the short-term end of interest rate markets, still the largest by far of any

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: