SIGNUP FOR THE EMAILED VERSION OF SWAPSINFO WEEKLY ANALYSIS

Interest Rates Derivatives

  • Overall trading reported to the SDR grew 10% from the previous week
  • 7% more volume was cleared, and 7% more was executed On SEF than in the previous week
  • 75% of total notional was cleared this week vs. 77% last week
  • 52% of total notional was executed on SEF this week vs. 54% last week

si-ird-may-2 Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

  • Overall CDS notional reported to the SDR increased 66% from the previous week. There was a big spike in uncleared and off-SEF products, with some products showing huge multiples of the previous week’s notional. Of note this week:
  • The week‚¬„¢s top 3 uncleared products were CDXTrancheIG (USD); iTraxxEurope (EUR) and iTraxxAsiaExJapan (USD).
  • The week‚¬„¢s top 3 off-SEF products were iTraxxAsiaExJapan (USD); iTraxxJapan (JPY); and StandardCDXTrancheHY (USD).
  • 13% more volume was cleared and 4% more was executed On SEF than in the previous week
  • 53% of total notional was cleared this week vs. 77% last week
  • 40% of total notional was executed on SEF this week vs 62% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

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