Credit derivatives traded volume up 15% in 2020
Week ending March 1 was the most active in dollar-denominated swaps
In 2020, the average weekly traded volume of US dollar-denominated credit derivatives contracts was $133.3 billion, 15% higher than in 2019, data from the Depository Trust & Clearing Corporation (DTCC) shows.
The peak trading week for credit contracts in 2020 was that ending March 1, when $425.1 billion of notional traded hands. This was almost double the traded volume from the busiest week in 2019, that ending September 29, when $227 billion of contracts were exchanged.
More than 50% of
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