Interest Rates Derivatives

• Overall rates trading climbed 6% from the previous week
• 2% more volume was cleared, and 4% less was executed On SEF than in the previous week
• 80% of total notional was cleared this week vs. 83% last week
• 52% of total notional was executed On SEF this week vs. 58% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

• Overall CDS notional amounts dropped 2% from the previous week
• Notional cleared fell by 11%, and 17% less was executed On SEF than in the previous week
• 68% of total notional was cleared this week vs. 75% last week
• 55% of total notional was executed on SEF this week vs 65% last week. Most of this change can be attributed to a 22% drop in On SEF notional at Bloomberg.

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional