Interest Rates Derivatives
- Overall rates trading was down 9% from the previous week
- 11% less volume was cleared, and 12% less was executed On SEF than in the previous week
- 76% of total notional was cleared this week vs. 78% last week
- 49% of total notional was executed On SEF this week vs. 51% last week
Credit Default Swaps
- Overall CDS notional amounts climbed 16% from the previous week
- Notional cleared was up 16%, and 14% more was executed On SEF than in the previous week
- 82% of total notional was cleared this week, which was consistent with last week
- 72% of total notional was executed on SEF this week, down from 73% last week