Interest Rates Derivatives
€¢ Overall rates trading was down 11% from the previous week
€¢ 12% less volume was cleared, and 4% less was executed On SEF than in the previous week
€¢ 78% of total notional was cleared this week, vs. 89% last week
€¢ 54% of total notional was executed On SEF this week, vs. 51% last week
Go to the SwapsInfo IRD Price/Transaction page
Credit Default Swaps
€¢ Overall CDS notional amounts decreased 38% from the previous week
€¢ Notional cleared was down 39%, and 36% less was executed On SEF than in the previous week
€¢ 84% of total notional was cleared this week, up from 85% last week
€¢ 76% of total notional was executed On SEF this week, up from 73% last week
Go to the SwapsInfo CDS Price/Transaction page