Interest Rates Derivatives
€¢ Overall rates trading was down 20% from the previous week
€¢ 12% less volume was cleared, and 15% less was executed On SEF than in the previous week
€¢ 74% of total notional was cleared this week, vs. 68% last week
€¢ 52% of total notional was executed On SEF this week, vs. 49% last week
Go to the SwapsInfo IRD Price/Transaction page
Credit Default Swaps
€¢ Overall CDS notional amounts increased 33% from the previous week
€¢ Notional cleared was up 39%, and 45% more was executed On SEF than in the previous week
€¢ 79% of total notional was cleared this week, vs. 75% last week
€¢ 71% of total notional was executed On SEF this week, vs. 65% last week
Go to the SwapsInfo CDS Price/Transaction page