Notionals and trade counts climbed across the board in the first full week of trading after the US Independence Day holiday.

Interest Rates Derivatives

ird-july11
  • Overall rates trading was up 22% from the previous week
  • 24% more volume was cleared, and 18% more was executed On SEF than in the previous week
  • 79% of total notional was cleared this week vs. 78% last week
  • 55% of total notional was executed On SEF this week vs. 57% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

cds-july11
  • Overall CDS notional amounts climbed 46% from the previous week
  • Notional cleared rose by 53%, and 56% more was executed On SEF than in the previous week
  • 81% of total notional was cleared this week vs. 77% last week
  • 70% 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-july11

Data sourced from DTCC and Bloomberg SEF datasets accessed by ISDA SwapsInfo. Data in this analysis may differ from results on SwapsInfo.org. Previous-week data may vary from the last Weekly Analysis due to changes such as cancellations and corrections made to the datasets in the interim.