Interest Rates Derivatives

€¢ Overall rates trading was up 420% from the previous week
€¢ 453% more volume was cleared, and 539% more was executed On SEF than in the previous week
€¢ 77% of total notional was cleared this week, vs. 72% last week
€¢ 60% of total notional was executed On SEF this week, vs. 49% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts increased 400% from the previous week
€¢ Notional cleared was up 374%, and 371% more was executed On SEF than in the previous week
€¢ 84% of total notional was cleared this week, vs. 89% last week
€¢ 75% of total notional was executed On SEF this week, vs. 80% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional