Interest rate ETD open interest drops in Q2

Market participants stepped back from exchange-traded interest rate derivatives in the second quarter of the year, with open interest in options and futures contracts combined shrinking 12%. The decline was seen exclusively in shorter-dated contracts – those of less than one year – while longer-dated open interest was flat or growing.

Open interest across short- and long-term contracts stood at $93 trillion at end-June, down from $105 trillion at end-March, a drop of 11.8%.

Short-term contract

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