BIS: Investors dumped rate protection in late 2010
Open interest in interest rate derivatives dropped again in Q4
Open interest in exchange-traded derivatives fell 13% over the fourth quarter of last year, despite a 9% increase in turnover, according to figures published by the Bank for International Settlements (BIS) today.
Outstanding notional fell from $24.4 trillion to $22.3 trillion for futures and from $53.2 trillion to $45.6 trillion for options between September and December 2010, the BIS said. Most of the fall came in the short-term end of interest rate markets, still the largest by far of any
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