Interest Rates Derivatives

• Overall rates trading was up 19% from the previous week
• 23% more volume was cleared, and 45% more was executed On SEF than in the previous week
• 79% of total notional was cleared this week vs. 76% last week
• 56% of total notional was executed On SEF this week vs. 46% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

• Overall CDS notional amounts dropped 30% from the previous week
• Notional cleared was down by 27%, and 28% less was executed On SEF than in the previous week
• 82% of total notional was cleared this week, up from 80% last week.
• 72% of total notional was executed on SEF this week, up from 71% last week.

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional