Interest rate ETD open interest drops in Q2

Open interest in options and futures contracts combined dropped 12%

Market participants stepped back from exchange-traded interest rate derivatives in the second quarter of the year, with open interest in options and futures contracts combined shrinking 12%. The decline was seen exclusively in shorter-dated contracts – those of less than one year – while longer-dated open interest was flat or growing.

Open interest across short- and long-term contracts stood at $93 trillion at end-June, down from $105 trillion at end-March, a drop of 11.8%.

Short-term

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here