Interest Rates Derivatives
- Overall rates trading was up 8% from the previous week
- 11% more volume was cleared, and 14% more was executed On SEF than in the previous week
- 78% of total notional was cleared this week, vs. 76% last week
- 52% of total notional was executed On SEF this week vs. 49% last week
Credit Default Swaps
- Overall CDS notional amounts dropped 30% from the previous week
- Notional cleared was down 31%, and 32% less was executed On SEF than in the previous week
- 81% of total notional was cleared this week, down from 82% last week
- 70% of total notional was executed On SEF this week, down from 71% last week