In addition to the DTCC data featured since our launch, SwapsInfo now includes Bloomberg SDR data covering cleared transactions executed on the Bloomberg SEF in IRD and CDS.

Interest Rates Derivatives

ird-june27
  • Overall rates trading was nearly flat from the previous week
  • 2% more volume was cleared, and 10% more was executed On SEF than in the previous week
  • 82% of total notional was cleared this week vs. 79% last week
  • 59% of total notional was executed On SEF this week vs. 53% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

cds-june27
  • Overall CDS notional amounts dropped 17% from the previous week
  • Notional cleared fell by 24%, and 28% less was executed On SEF than in the previous week
  • 70% of total notional was cleared this week vs. 77% last week
  • 57% of total notional was executed on SEF this week vs 65% last week.

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

sef-june27