iTraxx volumes spike amid market panic

Daily volumes of credit default swap index contracts linked to European bonds cleared by Ice rocketed on March 12, to reach their highest level since December 2018, excepting periodic roll dates.

Ice Clear Credit and Ice Clear Europe cleared a combined €86.1 billion ($95.6 billion) of iTraxx Europe contracts on March 12, more than four times the average daily volume (ADV) going back to January 3, 2017. Not accounting for the days immediately before and after the contract roll dates in March and

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