Interest Rates Derivatives

1-0815
  • Overall rates trading was up 8% from the previous week
  • 11% more volume was cleared, and 14% more was executed On SEF than in the previous week
  • 78% of total notional was cleared this week, vs. 76% last week
  • 52% of total notional was executed On SEF this week vs. 49% last week

Go to the SwapsInfo IRD Price/Transaction page

 

Credit Default Swaps

2-0815

  • Overall CDS notional amounts dropped 30% from the previous week
  • Notional cleared was down 31%, and 32% less was executed On SEF than in the previous week
  • 81% of total notional was cleared this week, down from 82% last week
  • 70% of total notional was executed On SEF this week, down from 71% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

3-0815