In addition to the DTCC data featured since our launch, SwapsInfo now includes Bloomberg SDR data covering cleared transactions executed on the Bloomberg SEF in IRD and CDS.
Interest Rates Derivatives
- Overall rates trading was nearly flat from the previous week
- 2% more volume was cleared, and 10% more was executed On SEF than in the previous week
- 82% of total notional was cleared this week vs. 79% last week
- 59% of total notional was executed On SEF this week vs. 53% last week
Credit Default Swaps
- Overall CDS notional amounts dropped 17% from the previous week
- Notional cleared fell by 24%, and 28% less was executed On SEF than in the previous week
- 70% of total notional was cleared this week vs. 77% last week
- 57% of total notional was executed on SEF this week vs 65% last week.