IRD + CDS Analysis for Week Ending August 1, 2014

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Interest Rates Derivatives

  • Overall rates trading was down 23% from the previous week
  • 22% less volume was cleared, and 24% less was executed On SEF than in the previous week
  • 79% of total notional was cleared this week, which was consistent with last week
  • 55% of total notional was executed On SEF this week vs. 56% last week