59 datasets found
  1. Interest Rate Swaps and Derivatives Analytics

    • lseg.com
    Updated Nov 25, 2024
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    LSEG (2024). Interest Rate Swaps and Derivatives Analytics [Dataset]. https://www.lseg.com/en/data-analytics/financial-data/analytics/pricing-analytics/interest-rate-derivatives-analytics
    Explore at:
    csv,json,python,user interface,xmlAvailable download formats
    Dataset updated
    Nov 25, 2024
    Dataset provided by
    London Stock Exchange Grouphttp://www.londonstockexchangegroup.com/
    Authors
    LSEG
    License

    https://www.lseg.com/en/policies/website-disclaimerhttps://www.lseg.com/en/policies/website-disclaimer

    Description

    Get interest rate rate derivatives analytics from LSEG to generate to analyze the performance of swaps, caps, floors and other interest rate derivatives.

  2. Most traded interest rate derivatives on the London Stock Exchange 2021

    • statista.com
    Updated Dec 14, 2023
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    Statista (2023). Most traded interest rate derivatives on the London Stock Exchange 2021 [Dataset]. https://www.statista.com/statistics/1214245/most-traded-interest-rate-derivatives-lse/
    Explore at:
    Dataset updated
    Dec 14, 2023
    Dataset authored and provided by
    Statistahttp://statista.com/
    Time period covered
    2021
    Area covered
    United Kingdom
    Description

    Over 2021 the most commonly traded interest rate derivatives on the London Stock Exchange were three month futures for British pounds, of varying expiration dates. This was followed by futures on the euro interbank offered rate (Euribor), and then futures on the Sterling Overnight Interbank Average Rate (SONIA).

    Interest rate futures are essentially a contact that fixes the interest rate on a loan or deposit for a period of time in the future, which (in the case of this statistic) is then tradable on a stock exchange. The type of future relates the underlying reference interest rate (LIBOR in the case of Sterling futures, or Eurobor, or SONIA).

  3. T

    Thailand CB: Interest Rate Swap (IRS): Transaction Vol: THB: Customers

    • ceicdata.com
    Updated Feb 15, 2025
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    CEICdata.com (2025). Thailand CB: Interest Rate Swap (IRS): Transaction Vol: THB: Customers [Dataset]. https://www.ceicdata.com/en/thailand/commercial-banks-interest-rate-swap-outstanding/cb-interest-rate-swap-irs-transaction-vol-thb-customers
    Explore at:
    Dataset updated
    Feb 15, 2025
    Dataset provided by
    CEICdata.com
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jun 1, 2017 - May 1, 2018
    Area covered
    Thailand
    Variables measured
    Amount of Securities Outstanding
    Description

    Thailand CB: Interest Rate Swap (IRS): Transaction Vol: THB: Customers data was reported at 209,741.000 THB mn in May 2018. This records an increase from the previous number of 95,726.000 THB mn for Apr 2018. Thailand CB: Interest Rate Swap (IRS): Transaction Vol: THB: Customers data is updated monthly, averaging 134,705.000 THB mn from Jan 2008 (Median) to May 2018, with 125 observations. The data reached an all-time high of 636,802.000 THB mn in Sep 2017 and a record low of 22,194.000 THB mn in Dec 2012. Thailand CB: Interest Rate Swap (IRS): Transaction Vol: THB: Customers data remains active status in CEIC and is reported by Bank of Thailand. The data is categorized under Global Database’s Thailand – Table TH.Z031: Commercial Banks: Interest Rate Swap Outstanding.

  4. 2-Year Swap Rate

    • kaggle.com
    Updated Dec 25, 2019
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    Federal Reserve (2019). 2-Year Swap Rate [Dataset]. https://www.kaggle.com/federalreserve/2-year-swap-rate/code
    Explore at:
    CroissantCroissant is a format for machine-learning datasets. Learn more about this at mlcommons.org/croissant.
    Dataset updated
    Dec 25, 2019
    Dataset provided by
    Kagglehttp://kaggle.com/
    Authors
    Federal Reserve
    Description

    Content

    The Federal Reserve Board has discontinued this series as of October 31, 2016. More information, including possible alternative series, can be found at http://www.federalreserve.gov/feeds/h15.html. Rate paid by fixed-rate payer on an interest rate swap with maturity of two years. International Swaps and Derivatives Association (ISDA®) mid-market par swap rates. Rates are for a Fixed Rate Payer in return for receiving three month LIBOR, and are based on rates collected at 11:00 a.m. Eastern time by Garban Intercapital plc and published on Reuters Page ISDAFIX®1. ISDAFIX is a registered service mark of ISDA. Source: Reuters Limited.

    Context

    This is a dataset from the Federal Reserve hosted by the Federal Reserve Economic Database (FRED). FRED has a data platform found here and they update their information according to the frequency that the data updates. Explore the Federal Reserve using Kaggle and all of the data sources available through the Federal Reserve organization page!

    • Update Frequency: This dataset is updated daily.

    • Observation Start: 2000-07-07

    • Observation End : 2016-10-28

    Acknowledgements

    This dataset is maintained using FRED's API and Kaggle's API.

    Cover photo by Asia Chang on Unsplash
    Unsplash Images are distributed under a unique Unsplash License.

  5. C

    China CN: Interest Rate Swap (IRS): Nominal Principal: Total

    • ceicdata.com
    Updated Feb 15, 2025
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    CEICdata.com (2025). China CN: Interest Rate Swap (IRS): Nominal Principal: Total [Dataset]. https://www.ceicdata.com/en/china/national-interbank-funding-centre-nifc-interest-rate-swap-nominal-principal/cn-interest-rate-swap-irs-nominal-principal-total
    Explore at:
    Dataset updated
    Feb 15, 2025
    Dataset provided by
    CEICdata.com
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Feb 1, 2024 - Jan 1, 2025
    Area covered
    China
    Variables measured
    Money Market Rate
    Description

    China Interest Rate Swap (IRS): Nominal Principal: Total data was reported at 3,632,153.000 RMB mn in Apr 2025. This records a decrease from the previous number of 4,059,138.000 RMB mn for Mar 2025. China Interest Rate Swap (IRS): Nominal Principal: Total data is updated monthly, averaging 673,327.000 RMB mn from Mar 2006 (Median) to Apr 2025, with 230 observations. The data reached an all-time high of 4,059,138.000 RMB mn in Mar 2025 and a record low of 0.000 RMB mn in May 2006. China Interest Rate Swap (IRS): Nominal Principal: Total data remains active status in CEIC and is reported by National Interbank Funding Center. The data is categorized under China Premium Database’s Money Market, Interest Rate, Yield and Exchange Rate – Table CN.MG: National Interbank Funding Centre (NIFC): Interest Rate Swap: Nominal Principal.

  6. OTC single currency interest rate derivatives in Germany 2001-2022, by...

    • statista.com
    Updated Jul 7, 2025
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    Statista (2025). OTC single currency interest rate derivatives in Germany 2001-2022, by instrument [Dataset]. https://www.statista.com/statistics/1203994/average-daily-turnover-otc-interest-rate-derivatives-instrument-germany/
    Explore at:
    Dataset updated
    Jul 7, 2025
    Dataset authored and provided by
    Statistahttp://statista.com/
    Area covered
    Germany
    Description

    The average daily turnover of over-the-counter (OTC) derivatives traded on in Germany fluctuated between 2001 and 2022, ranging from a peak of over *** billion U.S. dollars in 2022 down from a low of **** billion in 2016. The most common instrument traded also varied, with interest rate swaps growing dramatically in 2022.

  7. IP Derivatives Market Report | Global Forecast From 2025 To 2033

    • dataintelo.com
    csv, pdf, pptx
    Updated Sep 22, 2024
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    Dataintelo (2024). IP Derivatives Market Report | Global Forecast From 2025 To 2033 [Dataset]. https://dataintelo.com/report/global-ip-derivatives-market
    Explore at:
    pptx, pdf, csvAvailable download formats
    Dataset updated
    Sep 22, 2024
    Dataset authored and provided by
    Dataintelo
    License

    https://dataintelo.com/privacy-and-policyhttps://dataintelo.com/privacy-and-policy

    Time period covered
    2024 - 2032
    Area covered
    Global
    Description

    IP Derivatives Market Outlook



    The global IP derivatives market size was valued at approximately USD 1.5 trillion in 2023 and is projected to reach USD 2.7 trillion by 2032, growing at a Compound Annual Growth Rate (CAGR) of 6.8%. This growth is driven primarily by increasing demand for risk management instruments, innovation in financial products, and the expanding reach of financial markets globally.



    One of the primary growth factors for the IP derivatives market is the rising need for sophisticated risk management tools among investors. Equity derivatives, interest rate derivatives, and currency derivatives provide mechanisms to hedge against market volatility and economic uncertainties. This has garnered interest from institutional investors and corporates seeking to stabilize their financial performance amidst fluctuating market conditions. Innovations in derivative products, such as the introduction of new commodity derivatives and customized financial instruments, are further fueling the expansion of this market.



    Technological advancements in trading platforms also play a significant role in the market's growth. The incorporation of artificial intelligence, machine learning, and blockchain technologies into trading systems has revolutionized trading efficiency, transparency, and security. These advancements are making derivatives trading more accessible and appealing to a broader range of investors, including retail investors who previously may have found such instruments too complex or risky. Additionally, the ongoing digital transformation within financial institutions is fostering the development and deployment of advanced trading platforms, further propelling the market forward.



    Regulatory changes and enhancements in financial markets infrastructure are also contributing to the market's upward trajectory. Governments and financial regulatory bodies are increasingly recognizing the importance of derivatives in financial markets, leading to more supportive regulatory frameworks. Enhanced transparency and standardized procedures in over-the-counter (OTC) trading, as well as the growth of exchange-traded derivatives, are encouraging greater participation from various market players. The robust development of financial markets in emerging economies is also expanding the global footprint of IP derivatives.



    The regional outlook reveals significant growth potential in the Asia Pacific region, driven by the rapid economic development in countries like China and India, along with the increasing sophistication of financial markets in these regions. North America and Europe continue to be significant players due to their established financial markets and advanced regulatory frameworks. However, Latin America and the Middle East & Africa are also emerging as key regions, thanks to improvements in financial infrastructure and growing investor awareness and participation in these markets.



    Product Type Analysis



    Equity derivatives, one of the primary segments of IP derivatives, include options, futures, and swaps based on underlying equity securities. The growth in equity derivatives is driven by the increasing volatility in stock markets, prompting investors to seek mechanisms to hedge against potential losses. The ability of equity derivatives to offer high leverage and flexibility makes them particularly attractive to both institutional and retail investors. Innovations such as exotic options and structured products have added further diversity and depth to this segment, enhancing its appeal.



    Interest rate derivatives, which include products like interest rate swaps, futures, and options, are another significant segment. These derivatives are crucial for managing the risk associated with fluctuations in interest rates, which can impact borrowing costs, investment returns, and overall economic stability. The recent economic uncertainties and fluctuating interest rate environment have led to increased demand for such instruments. Financial institutions, in particular, leverage interest rate derivatives to manage their exposure to interest rate risk more effectively.



    Currency derivatives, encompassing futures, options, and swaps based on currency exchange rates, are essential for managing foreign exchange risk. The global nature of trade and investment necessitates effective management of currency exposure, and currency derivatives provide a vital tool for achieving this. The volatility in foreign exchange markets, driven by geopolitical tensions, economic policies, and other macroeconomic factors, has heightened th

  8. 1-Year Swap Rate

    • kaggle.com
    Updated Dec 25, 2019
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    Federal Reserve (2019). 1-Year Swap Rate [Dataset]. https://www.kaggle.com/federalreserve/1-year-swap-rate/code
    Explore at:
    CroissantCroissant is a format for machine-learning datasets. Learn more about this at mlcommons.org/croissant.
    Dataset updated
    Dec 25, 2019
    Dataset provided by
    Kagglehttp://kaggle.com/
    Authors
    Federal Reserve
    Description

    Content

    The Federal Reserve Board has discontinued this series as of October 31, 2016. More information, including possible alternative series, can be found at http://www.federalreserve.gov/feeds/h15.html. Rate paid by fixed-rate payer on an interest rate swap with maturity of one year. International Swaps and Derivatives Association (ISDA®) mid-market par swap rates. Rates are for a Fixed Rate Payer in return for receiving three month LIBOR, and are based on rates collected at 11:00 a.m. Eastern time by Garban Intercapital plc and published on Reuters Page ISDAFIX®1. ISDAFIX is a registered service mark of ISDA. Source: Reuters Limited.

    Context

    This is a dataset from the Federal Reserve hosted by the Federal Reserve Economic Database (FRED). FRED has a data platform found here and they update their information according to the frequency that the data updates. Explore the Federal Reserve using Kaggle and all of the data sources available through the Federal Reserve organization page!

    • Update Frequency: This dataset is updated daily.

    • Observation Start: 2000-07-03

    • Observation End : 2016-10-28

    Acknowledgements

    This dataset is maintained using FRED's API and Kaggle's API.

    Cover photo by D A V I D S O N L U N A on Unsplash
    Unsplash Images are distributed under a unique Unsplash License.

  9. Global interest rate (net - net), for interest rate swaps, total (all...

    • data.bis.org
    csv, xls
    Updated Jul 14, 2024
    + more versions
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    Bank for International Settlements (2024). Global interest rate (net - net), for interest rate swaps, total (all currencies), us dollar, total (all maturities), non-financial customers, All countries (total), All countries (total), total (all ratings), total (all sectors), total (all methods), outstanding - gross market values [Dataset]. https://data.bis.org/topics/OTC_DER/BIS,WS_OTC_DERIV2,1.0/H.D.N.D.5J.U.5J.A.TO1.USD.A.A.3.C
    Explore at:
    xls, csvAvailable download formats
    Dataset updated
    Jul 14, 2024
    Dataset provided by
    Bank for International Settlementshttp://www.bis.org/
    License

    https://data.bis.org/help/legalhttps://data.bis.org/help/legal

    Description

    Global interest rate (net - net), for interest rate swaps, total (all currencies), us dollar, total (all maturities), non-financial customers, All countries (total), All countries (total), total (all ratings), total (all sectors), total (all methods), outstanding - gross market values

  10. OTC single currency interest rate derivatives in France 2001-2022, by...

    • statista.com
    Updated Oct 11, 2024
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    Statista (2024). OTC single currency interest rate derivatives in France 2001-2022, by instrument [Dataset]. https://www.statista.com/statistics/1234500/average-daily-turnover-otc-interest-rate-derivatives-instrument-france/
    Explore at:
    Dataset updated
    Oct 11, 2024
    Dataset authored and provided by
    Statistahttp://statista.com/
    Area covered
    France
    Description

    The average daily turnover of over the counter (OTC) derivatives traded in France increase between 2001 and 2010, before falling over the following decade. From a peak of over 192.3 billion U.S. dollars in 2010, by 2019 the average daily turnover had fallen to around 119.7 billion U.S. dollars. In all years under consideration the most common instrument traded was interest rate swaps, which accounted for around two thirds of turnover in 2022.

  11. 30-Year Swap Rate

    • kaggle.com
    Updated Dec 24, 2019
    + more versions
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    Federal Reserve (2019). 30-Year Swap Rate [Dataset]. https://www.kaggle.com/datasets/federalreserve/30-year-swap-rate/discussion
    Explore at:
    CroissantCroissant is a format for machine-learning datasets. Learn more about this at mlcommons.org/croissant.
    Dataset updated
    Dec 24, 2019
    Dataset provided by
    Kagglehttp://kaggle.com/
    Authors
    Federal Reserve
    Description

    Content

    The Federal Reserve Board has discontinued this series as of October 31, 2016. More information, including possible alternative series, can be found at http://www.federalreserve.gov/feeds/h15.html. Rate paid by fixed-rate payer on an interest rate swap with maturity of thirty years. International Swaps and Derivatives Association (ISDA®) mid-market par swap rates. Rates are for a Fixed Rate Payer in return for receiving three month LIBOR, and are based on rates collected at 11:00 a.m. Eastern time by Garban Intercapital plc and published on Reuters Page ISDAFIX®1. ISDAFIX is a registered service mark of ISDA. Source: Reuters Limited.

    Context

    This is a dataset from the Federal Reserve hosted by the Federal Reserve Economic Database (FRED). FRED has a data platform found here and they update their information according to the frequency that the data updates. Explore the Federal Reserve using Kaggle and all of the data sources available through the Federal Reserve organization page!

    • Update Frequency: This dataset is updated daily.

    • Observation Start: 2000-07-03

    • Observation End : 2016-10-28

    Acknowledgements

    This dataset is maintained using FRED's API and Kaggle's API.

    Cover photo by Roman Trofimiuk on Unsplash
    Unsplash Images are distributed under a unique Unsplash License.

  12. OTC single currency interest rate derivatives in Australia 2001-2022, by...

    • statista.com
    Updated Jul 10, 2025
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    Statista (2025). OTC single currency interest rate derivatives in Australia 2001-2022, by instrument [Dataset]. https://www.statista.com/statistics/1275656/average-daily-turnover-otc-interest-rate-derivatives-instrument-australia/
    Explore at:
    Dataset updated
    Jul 10, 2025
    Dataset authored and provided by
    Statistahttp://statista.com/
    Area covered
    Australia
    Description

    The average daily turnover of over-the-counter (OTC) derivatives traded in Australia grew between 2001 and 2022, increasing from *** billion U.S. dollars in 2001 to ***** billion U.S. dollars in 2019. The most common instrument traded in every period except 2001 was interest rate swaps. Moreover, much of the overall growth can be attributed to the increased turnover of interest rate swaps, which increased from less than half of the total turnover in 2001 to around ** percent by the late *****.

  13. Instrument Pricing Data

    • eulerpool.com
    Updated Jul 12, 2025
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    Eulerpool (2025). Instrument Pricing Data [Dataset]. https://eulerpool.com/en/data-analytics/financial-data/pricing-and-market-data/instrument-pricing-data
    Explore at:
    Dataset updated
    Jul 12, 2025
    Dataset provided by
    Eulerpool Research Systems
    Authors
    Eulerpool
    Description

    Extensive and dependable pricing information spanning the entire range of financial markets. Encompassing worldwide coverage from stock exchanges, trading platforms, indicative contributed prices, assessed valuations, expert third-party sources, and our enhanced data offerings. User-friendly request-response, bulk access, and tailored desktop interfaces to meet nearly any organizational or application data need. Worldwide, real-time, delayed streaming, intraday updates, and meticulously curated end-of-day pricing information.

  14. Foreign Exchange Market Analysis, Size, and Forecast 2025-2029: North...

    • technavio.com
    Updated Dec 15, 2024
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    Technavio (2024). Foreign Exchange Market Analysis, Size, and Forecast 2025-2029: North America (US and Canada), Europe (Germany, Switzerland, UK), Middle East and Africa (UAE), APAC (China, India, Japan), South America (Brazil), and Rest of World (ROW) [Dataset]. https://www.technavio.com/report/foreign-exchange-market-industry-analysis
    Explore at:
    Dataset updated
    Dec 15, 2024
    Dataset provided by
    TechNavio
    Authors
    Technavio
    Time period covered
    2021 - 2025
    Area covered
    United States, Global
    Description

    Snapshot img

    Foreign Exchange Market Size 2025-2029

    The foreign exchange market size is forecast to increase by USD 582 billion, at a CAGR of 10.6% between 2024 and 2029.

    The Foreign Exchange Market is segmented by type (reporting dealers, financial institutions, non-financial customers), trade finance instruments (currency swaps, outright forward and FX swaps, FX options), trading platforms (electronic trading, over-the-counter (OTC), mobile trading), and geography (North America: US, Canada; Europe: Germany, Switzerland, UK; Middle East and Africa: UAE; APAC: China, India, Japan; South America: Brazil; Rest of World). This segmentation reflects the market's global dynamics, driven by institutional trading, increasing digital adoption through electronic trading and mobile trading, and regional economic activities, with APAC markets like India and China showing significant growth alongside traditional hubs like the US and UK.
    The market is experiencing significant shifts driven by the escalating trends of urbanization and digitalization. These forces are creating 24x7 trading opportunities, enabling greater accessibility and convenience for market participants. However, the market's dynamics are not without challenges. The uncertainty of future exchange rates poses a formidable obstacle for businesses and investors alike, necessitating robust risk management strategies. As urbanization continues to expand and digital technologies reshape the trading landscape, market players must adapt to remain competitive. One significant trend is the increasing use of money transfer agencies, venture capital investments, and mutual funds in foreign exchange transactions. Companies seeking to capitalize on these opportunities must navigate the challenges effectively, ensuring they stay abreast of exchange rate fluctuations and implement agile strategies to mitigate risk.
    The ability to adapt and respond to these market shifts will be crucial for success in the evolving market.
    

    What will be the Size of the Foreign Exchange Market during the forecast period?

    Explore in-depth regional segment analysis with market size data - historical 2019-2023 and forecasts 2025-2029 - in the full report.
    Request Free Sample

    In the dynamic and intricate realm of the market, entities such as algorithmic trading, order book, order management systems, and liquidity risk intertwine, shaping the ever-evolving market landscape. The market's continuous unfolding is characterized by the integration of various components, including sentiment analysis, Fibonacci retracement, mobile trading, and good-for-the-day orders. Market activities are influenced by factors like political stability, monetary policy, and market liquidity, which in turn impact economic growth and trade settlement. Technical analysis, with its focus on chart patterns and moving averages, plays a crucial role in informing trading decisions. The market's complexity is further amplified by the presence of entities like credit risk, counterparty risk, and operational risk.

    Central bank intervention, order execution, clearing and settlement, and trade confirmation are essential components of the market's infrastructure, ensuring a seamless exchange of currencies. Geopolitical risk, currency correlation, and inflation rates contribute to currency volatility, necessitating hedging strategies and risk management. Market risk, interest rate differentials, and commodity currencies influence trading strategies, while cross-border payments and brokerage services facilitate international trade. The ongoing evolution of the market is marked by the emergence of advanced trading platforms, automated trading, and real-time data feeds, enabling traders to make informed decisions in an increasingly interconnected and complex global economy.

    How is this Foreign Exchange Industry segmented?

    The foreign exchange industry research report provides comprehensive data (region-wise segment analysis), with forecasts and estimates in 'USD billion' for the period 2025-2029, as well as historical data from 2019-2023 for the following segments.

    Type
    
      Reporting dealers
      Financial institutions
      Non-financial customers
    
    
    Trade Finance Instruments
    
      Currency swaps
      Outright forward and FX swaps
      FX options
    
    
    Trading Platforms
    
      Electronic Trading
      Over-the-Counter (OTC)
      Mobile Trading
    
    
    Geography
    
      North America
    
        US
        Canada
    
    
      Europe
    
        Germany
        Switzerland
        UK
    
    
      Middle East and Africa
    
        UAE
    
    
      APAC
    
        China
        India
        Japan
    
    
      South America
    
        Brazil
    
    
      Rest of World (ROW)
    

    By Type Insights

    The reporting dealers segment is estimated to witness significant growth during the forecast period.

    The market is a dynamic and complex ecosystem where various entities interplay to manage currency risks and facilitate international trade. Reporting dealers, as key participants,

  15. OTC single currency interest rate derivatives in Italy 2001-2022, by...

    • statista.com
    Updated Jul 10, 2025
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    Statista (2025). OTC single currency interest rate derivatives in Italy 2001-2022, by instrument [Dataset]. https://www.statista.com/statistics/1207908/average-daily-turnover-otc-interest-rate-derivatives-instrument-italy/
    Explore at:
    Dataset updated
    Jul 10, 2025
    Dataset authored and provided by
    Statistahttp://statista.com/
    Area covered
    Italy
    Description

    Between 2001 and 2022, the average daily turnover of over-the-counter (OTC) derivatives traded in Italy fluctuated considerably, peaking in 2004. The turnover of derivatives in 2004 amounted to a total value of about ** billion U.S. dollars, while the turnover of derivatives in 2019 only amounted to **** billion U.S. dollars, the market is experiencing upward growth as the total value climbs to roughly **** billion U.S. dollars in 2022. The most commonly traded interest rate instruments were interest rate swaps, which are forward contracts wherein future interest payment streams are exchanged based on a definite principal amount.

  16. Top interest rate derivatives contracts traded worldwide 2023

    • statista.com
    Updated Dec 4, 2024
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    Statista (2024). Top interest rate derivatives contracts traded worldwide 2023 [Dataset]. https://www.statista.com/statistics/1538558/top-interest-rate-derivatives-contracts-traded/
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    Dataset updated
    Dec 4, 2024
    Dataset authored and provided by
    Statistahttp://statista.com/
    Time period covered
    2023
    Area covered
    Worldwide
    Description

    In 2023, 3-Month SOFR (Secured Overnight Financing Rate) futures had the highest trading volume of all exchange-traded interest rate derivatives in 2023, with 809 million contracts traded on the CME. 10-year Treasury Notes futures followed, with 498 million contracts traded on the same exchange.

  17. Largest selected OTC interest rate derivatives turnover markets worldwide...

    • statista.com
    Updated Jul 9, 2025
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    Statista (2025). Largest selected OTC interest rate derivatives turnover markets worldwide 2010-2022 [Dataset]. https://www.statista.com/statistics/1219239/average-daily-turnover-otc-interest-rate-derivatives-instrument-country/
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    Dataset updated
    Jul 9, 2025
    Dataset authored and provided by
    Statistahttp://statista.com/
    Time period covered
    Oct 2022
    Area covered
    United Kingdom
    Description

    The UK's OTC (over-the-counter) interest rate derivatives market in 2022 was around *** billion U.S. dollars more than that of the United States. The United States had the second-largest OTC interest rate market at this time, followed by Hong Kong then Germany.

  18. Monthly transaction value of foreign exchange and currency swaps China April...

    • statista.com
    Updated Jun 6, 2025
    + more versions
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    Statista (2025). Monthly transaction value of foreign exchange and currency swaps China April 2025 [Dataset]. https://www.statista.com/statistics/1073163/china-monthly-transaction-value-of-foreign-exchange-and-currency-swaps/
    Explore at:
    Dataset updated
    Jun 6, 2025
    Dataset authored and provided by
    Statistahttp://statista.com/
    Time period covered
    Jan 2021 - Apr 2025
    Area covered
    China
    Description

    In April 2025, the transaction volume of foreign exchange and currency swaps amounted to over *** trillion U.S. dollars. The foreign exchange and currency swaps was first introduced to China's financial market in 2007.

  19. OTC single currency interest rate derivatives in the UK 2001-2019, by...

    • statista.com
    Updated Jan 11, 2022
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    Statista (2022). OTC single currency interest rate derivatives in the UK 2001-2019, by instrument [Dataset]. https://www.statista.com/statistics/1207928/average-daily-turnover-otc-interest-rate-derivatives-instrument-uk/
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    Dataset updated
    Jan 11, 2022
    Dataset authored and provided by
    Statistahttp://statista.com/
    Area covered
    United Kingdom
    Description

    The average daily turnover of over the counter (OTC) derivatives traded in the United Kingdom rose steadily from 2001, and peaked in 2019. The total value of derivative turnovers in 2019 amounted to a value of around 3.67 trillion U.S. dollars. The most common interest rate instruments traded were interest rate swaps. After only amounting to a value of 141 billion U.S. dollars in 2001, the total value of interest rate swaps in 2019 amounted to over 2.2 trillion U.S. dollars.

  20. T

    Euro Area Interest Rate

    • tradingeconomics.com
    • zh.tradingeconomics.com
    • +13more
    csv, excel, json, xml
    Updated Jul 3, 2025
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    TRADING ECONOMICS (2025). Euro Area Interest Rate [Dataset]. https://tradingeconomics.com/euro-area/interest-rate
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    xml, json, csv, excelAvailable download formats
    Dataset updated
    Jul 3, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Dec 18, 1998 - Jun 5, 2025
    Area covered
    Euro Area
    Description

    The benchmark interest rate In the Euro Area was last recorded at 2.15 percent. This dataset provides - Euro Area Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

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LSEG (2024). Interest Rate Swaps and Derivatives Analytics [Dataset]. https://www.lseg.com/en/data-analytics/financial-data/analytics/pricing-analytics/interest-rate-derivatives-analytics
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Interest Rate Swaps and Derivatives Analytics

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csv,json,python,user interface,xmlAvailable download formats
Dataset updated
Nov 25, 2024
Dataset provided by
London Stock Exchange Grouphttp://www.londonstockexchangegroup.com/
Authors
LSEG
License

https://www.lseg.com/en/policies/website-disclaimerhttps://www.lseg.com/en/policies/website-disclaimer

Description

Get interest rate rate derivatives analytics from LSEG to generate to analyze the performance of swaps, caps, floors and other interest rate derivatives.

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