Interest Rates Derivatives
- Overall rates trading was down 8% from the previous week
- 9% less volume was cleared, and 5% less was executed On SEF than in the previous week
- 78% of total notional was cleared this week, vs. 79% last week
- 53% of total notional was executed On SEF this week vs. 51% last week
Credit Default Swaps
- Overall CDS notional amounts increased 17% from the previous week
- Notional cleared was up 18%, and 17% more was executed On SEF than in the previous week
- 85% of total notional was cleared this week, up from 84% last week
- 76% of total notional was executed On SEF this week, which is consistent with last week