IRD + CDS Analysis for Week Ending July 11, 2014

Posted by & filed under Analysis.

Interest Rates Derivatives

  • Overall rates trading was up 22% from the previous week
  • 24% more volume was cleared, and 18% more was executed On SEF than in the previous week
  • 79% of total notional was cleared this week vs. 78% last week
  • 55% of total notional was executed On SEF this week vs. 57% last week