IRD + CDS Analysis for Week Ending June 27 2014

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In addition to the DTCC data featured since our launch, SwapsInfo now includes Bloomberg SDR data covering cleared transactions executed on the Bloomberg SEF in IRD and CDS.

Interest Rates Derivatives

  • Overall rates trading was nearly flat from the previous week
  • 2% more volume was cleared, and 10% more was executed On SEF than in the previous week
  • 82% of total notional was cleared this week vs. 79% last week
  • 59% of total notional was executed On SEF this week vs. 53% last week