Interest Rates Derivatives

• Overall rates trading was up 5% from the previous week
• 10% more volume was cleared, and 6% more was executed On SEF than in the previous week
• 79% of total notional was cleared this week, vs. 76% last week
• 50% of total notional was executed On SEF this week, which was consistent with last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

• Overall CDS notional amounts increased 34% from the previous week
• Notional cleared was up 43%, and 25% more was executed On SEF than in the previous week
• 76% of total notional was cleared this week, up from 71% last week
• 58% of total notional was executed On SEF this week, down from 62% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional