Interest Rates Derivatives

• Overall rates trading climbed 51% from the previous week
• 59% more volume was cleared, and 56% more was executed On SEF than in the previous week
• 83% of total notional was cleared this week vs. 79% last week
• 57% of total notional was executed On SEF this week vs. 56% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

• Overall CDS notional amounts grew 53% from the previous week
• Notional cleared climbed by 73%, and 70% more was executed On SEF than in the previous week
• 75% of total notional was cleared this week vs. 66% last week
• 65% of total notional was executed on SEF this week vs 58% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional