Interest Rates Derivatives

€¢ Overall rates trading was up 59% from the previous week
€¢ 73% more volume was cleared, and 105% more was executed On SEF than in the previous week
€¢ 73% of total notional was cleared this week, vs. 67% last week
€¢ 60% of total notional was executed On SEF this week, vs. 47% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts decreased 16% from the previous week
€¢ Notional cleared was down 15%, and 15% less was executed On SEF than in the previous week
€¢ 81% of total notional was cleared this week, vs. 80% last week
€¢ 71% of total notional was executed On SEF this week, vs. 70% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional