Interest Rates Derivatives

€¢ Overall rates trading was up 54% from the previous week
€¢ 44% more volume was cleared, and 36% more was executed On SEF than in the previous week
€¢ 68% of total notional was cleared this week, vs. 73% last week
€¢ 49% of total notional was executed On SEF this week, vs. 55% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts increased 48% from the previous week
€¢ Notional cleared was up 44%, and 54% more was executed On SEF than in the previous week
€¢ 75% of total notional was cleared this week, vs. 77% last week
€¢ 66% of total notional was executed On SEF this week, vs. 63% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional