IRD + CDS Analysis for Week Ending May 30, 2014

Posted by & filed under Analysis.

Interest Rates Derivatives

  • Overall rates trading dropped 13% from the previous week
  • 15% less volume was cleared, and 19% less was executed On SEF than in the previous week
  • 79% of total notional was cleared this week vs. 81% last week
  • 56% of total notional was executed On SEF this week vs. 59% last week