IRD + CDS Analysis for Week Ending July 25, 2014

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Interest Rates Derivatives

  • Overall rates trading was up 19% from the previous week
  • 23% more volume was cleared, and 45% more was executed On SEF than in the previous week
  • 79% of total notional was cleared this week vs. 76% last week
  • 56% of total notional was executed On SEF this week vs. 46% last week