Interest Rates Derivatives
- Overall rates trading was up 18% from the previous week
- 20% more volume was cleared, and 30% more was executed On SEF than in the previous week
- 78% of total notional was cleared this week, vs. 76% last week
- 55% of total notional was executed On SEF this week vs. 50% last week
Go to the SwapsInfo IRD Price/Transaction page
Credit Default Swaps
- Overall CDS notional amounts increased 33% from the previous week
- Notional cleared was up 38%, and 43% more was executed On SEF than in the previous week
- 77% of total notional was cleared this week, up from 75% last week
- 67% of total notional was executed On SEF this week, up from from 63% last week
Go to the SwapsInfo CDS Price/Transaction page
