

Short-term interest rate ETD notionals leap $14trn in Q2
Traders piled into exchange-traded interest rate derivatives in the second quarter, sending open interest up 14%. Most of this growth was in short-term interest rate options.
Open interest in these contracts, which typically have maturities of one year of less, jumped $12.7 trillion (19%) to $79.7 trillion notional in the three months to end-June. Year-on-year, open interest rose $25.6 trillion (47%).
Daily average turnover hit $3.5 trillion in June, the highest since August 2007, up from $2
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 print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Risk Quantum
Derivatives
Callable repack frenzy opens up new options market in Europe
Demand driven mainly by French life insurers looking for alternatives to low-yielding sovereign bonds
Receive this by email