SIGNUP FOR THE EMAILED VERSION OF SWAPSINFO WEEKLY ANALYSIS

Interest Rates Derivatives

  • Overall trading reported to the SDR decreased 15% from the previous week
  • 20% less volume was cleared, and 16% less was executed On SEF than in the previous week
  • 77% of total notional was cleared this week vs. 81% last week
  • 54% of total notional was executed on SEF this week, largely unchanged from last week
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Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps ‚¬¢ Overall trading reported to the SDR decreased 8% from the previous week

  • 14% less volume was cleared and 13% less was executed On SEF than in the previous week
  • 78% of total notional was cleared this week vs. 83.5% last week
  • 63% of total notional was executed on SEF this week vs 66% last week
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Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

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Data sourced from DTCC datasets accessed by ISDA SwapsInfo. Previous-week data may vary from the last Weekly Analysis due to cancellations and corrections made to the DTCC dataset in the interim. ©2014 International Swaps and Derivatives Association, Inc.