Interest Rates Derivatives

  • Overall rates trading was up 24% from the previous week
  • 31% more volume was cleared, and 14% more was executed On SEF than in the previous week
  • 82% of total notional was cleared this week, vs. 78% last week
  • 48% 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 increased 41% from the previous week
  • Notional cleared was up 40%, and 36% more was executed On SEF than in the previous week
  • 84% of total notional was cleared this week, down from 85% last week
  • 73% of total notional was executed On SEF this week, down from 76% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional