Interest Rates Derivatives
- Overall rates trading was down 13% from the previous week
- 18% less volume was cleared, and 21% less was executed On SEF than in the previous week
- 74% of total notional was cleared this week, vs. 79% last week
- 47% of total notional was executed On SEF this week vs. 52% last week
Go to the SwapsInfo IRD Price/Transaction page
Credit Default Swaps
- Overall CDS notional amounts dropped 27% from the previous week
- Notional cleared was down 33%, and 41% less was executed On SEF than in the previous week
- 74% of total notional was cleared this week, down from 80% last week
- 56% of total notional was executed On SEF this week, down from 69% last week
Go to the SwapsInfo CDS Price/Transaction page
