Interest Rates Derivatives
€¢ Overall rates trading was down 36% from the previous week
€¢ 34% less volume was cleared, and 45% less was executed On SEF than in the previous week
€¢ 75% of total notional was cleared this week, vs. 74% last week
€¢ 54% of total notional was executed On SEF this week, vs. 62% last week
Go to the SwapsInfo IRD Price/Transaction page
Credit Default Swaps
€¢ Overall CDS notional amounts decreased 16% from the previous week
€¢ Notional cleared was down 15%, and 15% less was executed On SEF than in the previous week
€¢ 81% of total notional was cleared this week, vs. 80% last week
€¢ 71% of total notional was executed On SEF this week, vs. 70% last week