Interest rate ETD volumes tick up in Q3

Market participants scaled up positions in exchange-traded interest rate derivatives by a small amount in the third quarter, with the combined open interest in options and futures contracts rising 2.4%, following a 12% drop in the second quarter.

The increase was driven by heightened interest in longer-dated contracts. Open interest for these instruments stood at $3.8 trillion at end-September, $268 billion (7.7%) higher than at end-March. Shorter-dated contract open interest also increased, by

To continue reading...

You need to sign in to use this feature. If you don’t have a 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: