Swaps Data: Record Trading Volumes in March

My monthly Swaps Review looks at cleared volumes in the most recent 3-month, covering

  • Volumes Feb-Apr 2020 compared to Feb-Apr 2019
  • Interest Rate Swaps in USD, EUR, JPY
  • Credit Default Swaps
  • FX Derivatives (NDF, FXO)

CDS was the standout with almost twice the monthly volume in March 2020, while USD IRS and NDF both achieved record volumes in the same month.

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