

Rate options and futures volumes plummet $10trn in Q3
Open interest in exchange-traded interest rate futures and options contracted 9% in Q3, to $109 trillion, data from the Bank for International Settlements (BIS) shows.
Short-term interest rate options, those with maturities of up to one year, retrenched the most, by 10% to $72 trillion. Short-term interest rate futures fell back 6% to $34 trillion.
Open interest in long-term rate options shrunk 9% to $968 billion, and in long-term rate futures by 5% to $2.8 trillion.
!function(e,i,n,s){varOnly 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