Interest Rates Derivatives

€¢ Overall rates trading was up 14% from the previous week
€¢ 18% more volume was cleared, and 18% more was executed On SEF than in the previous week
€¢ 81% of total notional was cleared this week, vs. 78% last week
€¢ 65% of total notional was executed On SEF this week, vs. 63% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts decreased 3% from the previous week
€¢ Notional cleared was down 5%, and 7% less was executed On SEF than in the previous week
€¢ 83% of total notional was cleared this week, vs. 84% last week
€¢ 72% of total notional was executed On SEF this week, vs. 75% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional