Interest rate ETD volumes up 40% from 2020 nadir

Lorenzo Migliorato
21 Sep 2021

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Notionals for exchange-traded derivatives (ETD) on interest rates rebounded 40.2% year on year in the second quarter, Bank for International Settlements (BIS) data shows.

The notional value for futures and options globally – both long and short term – totalled $86.8 trillion at end-June, up from $61.9 trillion 12 months prior.

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Interest rate ETD volumes up 40% from 2020 nadir

Shorter-dated contracts push total open interest higher

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