Interest Rates Derivatives

€¢ Overall rates trading was down 18% from the previous week
€¢ 20% less volume was cleared, and 22% less was executed On SEF than in the previous week
€¢ 69% of total notional was cleared this week, vs. 71% last week
€¢ 46% of total notional was executed On SEF this week, vs. 48% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts decreased 36% from the previous week
€¢ Notional cleared was down 37%, and 39% less was executed On SEF than in the previous week
€¢ 79% of total notional was cleared this week, vs. 80% last week
€¢ 64% of total notional was executed On SEF this week, down from 67% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional