SIGNUP FOR THE EMAILED VERSION OF SWAPSINFO WEEKLY ANALYSIS

Interest Rates Derivatives

  • Overall trading reported to the SDR grew 16% from the previous week
  • 23% more volume was cleared, and 10% more was executed On SEF than in the previous week
  • 80% of total notional was cleared this week vs. 75% last week
  • 50% of total notional was executed On SEF this week vs. 53% last week
May-9-14-IRD

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps 

  • Overall CDS notional reported to the SDR decreased 34% from the previous week. Uncleared and Off SEF trades accounted for the bulk of the declines this week.
  • Notional cleared was flat. 2% less was executed On SEF than in the previous week
  • 79% of total notional was cleared this week vs. 52% last week
  • 59% of total notional was executed on SEF this week vs 39% last week
May-9-14-CDS

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional 

May-9-14-SEF