Interest Rates Derivatives
- Overall rates trading was up 24% from the previous week
- 31% more volume was cleared, and 14% more was executed On SEF than in the previous week
- 82% of total notional was cleared this week, vs. 78% last week
- 48% of total notional was executed On SEF this week, vs. 53% last week
Credit Default Swaps
- Overall CDS notional amounts increased 41% from the previous week
- Notional cleared was up 40%, and 36% more was executed On SEF than in the previous week
- 84% of total notional was cleared this week, down from 85% last week
- 73% of total notional was executed On SEF this week, down from 76% last week