Interest rate ETD volumes drop in Q3

Shorter-dated contracts led the way, falling 9% quarter on quarter 

Market participants stepped back from exchange-traded interest rate derivatives in the third quarter of the year, with open interest in options and futures contracts combined shrinking 9%.

Figures from the Bank for International Settlements show the decline was mostly in shorter-dated contracts – those of less than one year.

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Open interest across short- and long-term contracts stood at $79 trillion at end-September, down from $87 trillion three months prior.

Short-term open interest

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