Interest Rates Derivatives
- Overall rates trading was up 5% from the previous week
- 10% more volume was cleared, and 6% more was executed On SEF than in the previous week
- 79% of total notional was cleared this week, vs. 76% last week
- 50% of total notional was executed On SEF this week, which was consistent with last week
Credit Default Swaps
- Overall CDS notional amounts increased 34% from the previous week
- Notional cleared was up 43%, and 25% more was executed On SEF than in the previous week
- 76% of total notional was cleared this week, up from 71% last week
- 58% of total notional was executed On SEF this week, down from 62% last week