Interest Rates Derivatives

 

  • Overall rates trading was up 25% from the previous week
  • 22% more volume was cleared, and 11% more was executed On SEF than in the previous week
  • 76% of total notional was cleared this week, vs. 78% last week
  • 49% of total notional was executed On SEF this week vs. 55% last week

Go to the SwapsInfo IRD Price/Transaction page

 

Credit Default Swaps

  • Overall CDS notional amounts increased 31% from the previous week
  • Notional cleared was up 21%, and 23% more was executed On SEF than in the previous week
  • 71% of total notional was cleared this week, up from 77% last week
  • 63% of total notional was executed On SEF this week, up from from 67% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional