Interest Rates Derivatives

2014-08-11 IRD 2
  • Overall rates trading was down 9% from the previous week
  • 11% less volume was cleared, and 12% less was executed On SEF than in the previous week
  • 76% of total notional was cleared this week vs. 78% last week
  • 49% of total notional was executed On SEF this week vs. 51% last week

Go to the SwapsInfo IRD Price/Transaction page

 

Credit Default Swaps

2014-08-11 CDS 2
  • Overall CDS notional amounts climbed 16% from the previous week
  • Notional cleared was up 16%, and 14% more was executed On SEF than in the previous week
  • 82% of total notional was cleared this week, which was consistent with last week
  • 72% of total notional was executed on SEF this week, down from 73% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

2014-08-11 OnSEF