Q1 2026 USD swaption volumes – up 14 percent YoY
This post continues our quarterly strikes analysis of USD swaptions, which are typically 50 percent or more of swaptions volumes in all currencies. We use SDRView data, which captures OTC derivatives trades reported by US financial firms to US SDRs. Key takeaways Swap market context If you are new to swaptions, some basics are outlined at the […]
