IRD + CDS Analysis for Week Ending May 9, 2014

Posted by & filed under Analysis.

Interest Rates Derivatives

  • Overall trading reported to the SDR grew 16% from the previous week
  • 23% more volume was cleared, and 10% more was executed On SEF than in the previous week
  • 80% of total notional was cleared this week vs. 75% last week
  • 50% of total notional was executed On SEF this week vs. 53% last week