As of May 12, Bloomberg SEF stopped sending its trade data to the DTCC’s trade repository, a development which is visibly reflected in the CDS On-SEF numbers and in the On-SEF chart at the bottom. We will be working to reconcile the DTCC and Bloomberg repositories’ respective data in the weeks ahead.
Interest Rates Derivatives
‚¬¢ Overall trading reported to the Swaps Data Repository (SDR) grew 29% from the previous week
‚¬¢ 31% more volume was cleared, and 36% more was executed On SEF than in the previous week
‚¬¢ 81% of total notional was cleared this week vs. 80% last week
‚¬¢ 53% of total notional was executed On SEF this week vs. 50% last week