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

Go to the SwapsInfo IRD Price/Transaction page

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.

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional