Interest Rates Derivatives
€¢ Overall rates trading was up 54% from the previous week
€¢ 44% more volume was cleared, and 36% more was executed On SEF than in the previous week
€¢ 68% of total notional was cleared this week, vs. 73% last week
€¢ 49% of total notional was executed On SEF this week, vs. 55% last week
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Credit Default Swaps
€¢ Overall CDS notional amounts increased 48% from the previous week
€¢ Notional cleared was up 44%, and 54% more was executed On SEF than in the previous week
€¢ 75% of total notional was cleared this week, vs. 77% last week
€¢ 66% of total notional was executed On SEF this week, vs. 63% last week