Interest Rates Derivatives

• In the week following the September IMM date, overall rates trading was down 27% from the previous week
• 27% less volume was cleared, and 22% less was executed On SEF than in the previous week
• 80% of total notional was cleared this week, vs. 79% last week
• 54% of total notional was executed On SEF this week, vs. 51% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

• Overall CDS notional amounts increased 4% from the previous week
• Notional cleared was up 16%, and 36% more was executed On SEF than in the previous week
• 84% of total notional was cleared this week, up from 75% last week
• 76% of total notional was executed On SEF this week, up from 58% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional