Interest Rates Derivatives

€¢ Overall rates trading was up 28% from the previous week
€¢ 15% more volume was cleared, and 16% more was executed On SEF than in the previous week
€¢ 62% of total notional was cleared this week, vs. 69% last week
€¢ 42% of total notional was executed On SEF this week, vs. 46% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts increased 63% from the previous week
€¢ Notional cleared was up 64%, and 65% more was executed On SEF than in the previous week
€¢ 79% of total notional was cleared this week, consistent with last week
€¢ 65% of total notional was executed On SEF this week, vs. 64% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional