Notionals and trade counts climbed across the board in the first full week of trading after the US Independence Day holiday.
Interest Rates Derivatives
- Overall rates trading was up 22% from the previous week
- 24% more volume was cleared, and 18% more was executed On SEF than in the previous week
- 79% of total notional was cleared this week vs. 78% last week
- 55% of total notional was executed On SEF this week vs. 57% last week
Credit Default Swaps
- Overall CDS notional amounts climbed 46% from the previous week
- Notional cleared rose by 53%, and 56% more was executed On SEF than in the previous week
- 81% of total notional was cleared this week vs. 77% last week
- 70% of total notional was executed on SEF this week vs 65% last week.
Weekly On-SEF Notional
Data sourced from DTCC and Bloomberg SEF datasets accessed by ISDA SwapsInfo. Data in this analysis may differ from results on SwapsInfo.org. Previous-week data may vary from the last Weekly Analysis due to changes such as cancellations and corrections made to the datasets in the interim.