Interest Rates Derivatives

€¢ Overall rates trading was up 27% from the previous week
€¢ 20% more volume was cleared, and 15% more was executed On SEF than in the previous week
€¢ 70% of total notional was cleared this week, vs. 74% last week
€¢ 49% of total notional was executed On SEF this week, vs. 54% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts decreased 22% from the previous week
€¢ Notional cleared was down 22%, and 24% less was executed On SEF than in the previous week
€¢ 81% of total notional was cleared this week, vs. 81% last week
€¢ 68% of total notional was executed On SEF this week, down from 70% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional