Interest Rates Derivatives

in98

 

  • Overall rates trading was up 18% from the previous week
  • 20% more volume was cleared, and 30% more was executed On SEF than in the previous week
  • 78% of total notional was cleared this week, vs. 76% last week
  • 55% of total notional was executed On SEF this week vs. 50% last week

Go to the SwapsInfo IRD Price/Transaction page

 

Credit Default Swaps

cd98
  • Overall CDS notional amounts increased 33% from the previous week
  • Notional cleared was up 38%, and 43% more was executed On SEF than in the previous week
  • 77% of total notional was cleared this week, up from 75% last week
  • 67% of total notional was executed On SEF this week, up from from 63% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

weekly98