Over-the-counter derivatives notional amounts soared over the first six months of 2021 to their highest level since 2019.
Data from the Bank for International Settlements (BIS) show notionals jumped 5% to $610 trillion over the first half of the year. In contrast, the fair values of outstanding contracts fell over the period to $12.6 trillion – a drop of 20% – the first decline since mid-2019.
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Interest rate derivatives powered the rise in notionals, jumping 5% to $488 trillion
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