IRD + CDS Analysis for Week Ending June 13, 2014

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Interest Rates Derivatives

  • Overall rates trading climbed 6% from the previous week
  • 2% more volume was cleared, and 4% less was executed On SEF than in the previous week
  • 80% of total notional was cleared this week vs. 83% last week
  • 52% of total notional was executed On SEF this week vs. 58% last week