Interest Rates Derivatives
- Overall rates trading was up 25% from the previous week
- 22% more volume was cleared, and 11% more was executed On SEF than in the previous week
- 76% of total notional was cleared this week, vs. 78% last week
- 49% of total notional was executed On SEF this week vs. 55% last week
Credit Default Swaps
- Overall CDS notional amounts increased 31% from the previous week
- Notional cleared was up 21%, and 23% more was executed On SEF than in the previous week
- 71% of total notional was cleared this week, up from 77% last week
- 63% of total notional was executed On SEF this week, up from from 67% last week