Rates trading finally sees uptick following steady slump
The overall interest rate derivatives trading volume reported to swap data repositories last week was up 27% from the previous week, according to data from the International Swaps and Derivatives Association. This follows several weeks of consistent decline in the figures.
However, overall credit default swap notional reported saw a decrease of 22% from the previous week.
ISDA reported that there was a 20% increase in the volume cleared for rates, and 15% more executed on swap execution facilities, week on week. CDS saw a decline with 22% less ...Already a subscriber? Login