Week Ending April 25th

Posted by & filed under Analysis.

Interest Rates Derivatives

  • Overall trading reported to the SDR decreased 15% from the previous week
  • 20% less volume was cleared, and 16% less was executed On SEF than in the previous week
  • 77% of total notional was cleared this week vs. 81% last week
  • 54% of total notional was executed on SEF this week, largely unchanged from last week