SIGNUP FOR THE EMAILED VERSION OF SWAPSINFO WEEKLY ANALYSIS

As of May 12, Bloomberg SEF stopped sending its cleared trade data to the DTCC’s trade repository. For this Weekly Analysis ending May 23, we have constructed the IRD and CDS totals by combining DTCC and Bloomberg data. However, Bloomberg data has not been integrated into the SwapsInfo website as of this writing. We will be working to reconcile the DTCC and Bloomberg repositories’ respective data in the weeks ahead.

Interest Rates Derivatives

‚¬¢ Overall rates trading dropped 17% from the previous week
‚¬¢ 19% less volume was cleared, and 5% less was executed On SEF than in the previous week
‚¬¢ 81% of total notional was cleared this week vs. 83% last week
‚¬¢ 62% 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 decreased 7% from the previous week
‚¬¢ Notional dropped by 3%, and 3% less was executed On SEF than in the previous week
‚¬¢ 73% of total notional was cleared this week vs. 70% last week
‚¬¢ 63% of total notional was executed on SEF this week vs 61% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional