Interest Rates Derivatives

€¢ Overall rates trading was down 1% from the previous week
€¢ Cleared volume remained consistent to last week, and 3% more was executed On SEF than in the previous week
€¢ 75% of total notional was cleared this week, vs. 74% last week
€¢ 55% of total notional was executed On SEF this week, vs. 53% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts decreased 26% from the previous week
€¢ Notional cleared was down 17%, and 20% less was executed On SEF than in the previous week
€¢ 84% of total notional was cleared this week, vs. 75% last week
€¢ 69% of total notional was executed On SEF this week, vs. 64% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional