Interest Rates Derivatives

€¢ Overall rates trading was up 2% from the previous week
€¢ 14% less volume was cleared, and 8% less was executed On SEF than in the previous week
€¢ 65% of total notional was cleared this week, vs. 76% last week
€¢ 48% of total notional was executed On SEF this week, vs. 53% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts increased 49% from the previous week
€¢ Notional cleared was up 58%, and 51% more was executed On SEF than in the previous week
€¢ 84% of total notional was cleared this week, vs. 78% last week
€¢ 72% of total notional was executed On SEF this week, vs. 71% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional