Interest Rates Derivatives

€¢ Overall rates trading was down 9% from the previous week
€¢ 10% less volume was cleared, and 10% less was executed On SEF than in the previous week
€¢ 73% of total notional was cleared this week, vs. 74% last week
€¢ 51% of total notional was executed On SEF this week, vs. 52% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts decreased 3% from the previous week
€¢ Notional cleared was down 2%, and 5% more was executed On SEF than in the previous week
€¢ 81% of total notional was cleared this week, vs. 79% last week
€¢ 70% of total notional was executed On SEF this week, vs. 65% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional