IRD and CDS through May 2

Posted by & filed under Analysis.

Data from ISDA SwapsInfo for the week ending May 2, 2014.

Interest Rates Derivatives

  • Overall trading reported to the SDR grew 10% from the previous week
  • 7% more volume was cleared, and 7% more was executed On SEF than in the previous week
  • 75% of total notional was cleared this week vs. 77% last week
  • 52% of total notional was executed on SEF this week vs. 54% last week