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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