Interest Rates Derivatives
€¢ Overall rates trading was down 12% from the previous week
€¢ 19% less volume was cleared, and 29% less was executed On SEF than in the previous week
€¢ 74% of total notional was cleared this week, vs. 80% last week
€¢ 51% of total notional was executed On SEF this week, vs. 63% last week
Go to the SwapsInfo IRD Price/Transaction page
Credit Default Swaps
€¢ Overall CDS notional amounts decreased 6% from the previous week
€¢ Notional cleared was down 10%, and 16% less was executed On SEF than in the previous week
€¢ 79% of total notional was cleared this week, vs. 82% last week
€¢ 65% of total notional was executed On SEF this week, vs. 72% last week
Go to the SwapsInfo CDS Price/Transaction page