IR swaps market for US funds rebounds in Q1
Counterparty Radar: Notional traded by mutual funds, ETFs bounces back to early-2022 levels
Mutual funds and exchange-traded funds regained their mojo in interest rate swaps trading during the first quarter of the year, boosting their notional holdings by roughly $122 billion.
At the end of Q1, the sector’s aggregate stood at approximately $804 billion, a 19% increase compared to the previous quarter and the highest total since the second quarter of 2022, when gross notional exposure was about $825 billion.
Pimco, Capital Group and the other major players in the market spearheaded
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