In addition to the DTCC data featured since our launch, SwapsInfo now includes Bloomberg SDR data covering cleared transactions executed on the Bloomberg SEF in IRD and CDS.
Interest Rates Derivatives
- Overall rates trading fell 12% from the previous week
- 13% less volume was cleared, and 9% less was executed On SEF than in the previous week
- 79% of total notional was cleared this week vs. 80% last week
- 53% of total notional was executed On SEF this week vs. 52% last week