IRD + CDS Analysis for Week Ending June 6, 2014

Posted by & filed under Analysis.

Interest Rates Derivatives

  • Overall rates trading climbed 51% from the previous week
  • 59% more volume was cleared, and 56% more was executed On SEF than in the previous week
  • 83% of total notional was cleared this week vs. 79% last week
  • 57% of total notional was executed On SEF this week vs. 56% last week