Interest Rates Derivatives

ird-july18
  • Overall rates trading was down 15% from the previous week
  • 18% less volume was cleared, and 30% less was executed On SEF than in the previous week
  • 76% of total notional was cleared this week vs. 79% last week
  • 46% of total notional was executed On SEF this week vs. 56% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

cds-july18
  • Overall CDS notional amounts climbed 2% from the previous week
  • Notional cleared rose by 1%, and 3% more was executed On SEF than in the previous week
  • 80% of total notional was cleared this week, flat with last week.
  • 70% of total notional was executed on SEF this week, flat with last week.

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

sef-july18