Interest Rates Derivatives
€¢ Overall rates trading was down 76% from the previous week
€¢ 70% less volume was cleared, and 69% less was executed On SEF than in the previous week
€¢ 81% of total notional was cleared this week, vs. 65% last week
€¢ 62% of total notional was executed On SEF this week, vs. 48% last week
Go to the SwapsInfo IRD Price/Transaction page
Credit Default Swaps
€¢ Overall CDS notional amounts decreased 90% from the previous week
€¢ Notional cleared was down 91%, and 90% less was executed On SEF than in the previous week
€¢ 80% of total notional was cleared this week, vs. 84% last week
€¢ 72% of total notional was executed On SEF this week, vs. 73% last week