Due to the shortened trading week because of the U.S. Independence Day holiday on Friday, notionals were down across the board. Percentages of notional cleared and executed On SEF dipped only a bit for IRD, and increased for CDS, however.

Interest Rates Derivatives

• Overall rates trading was down 28% from the previous week
• 32% less volume was cleared, and 30% less was executed On SEF than in the previous week
• 77% of total notional was cleared this week vs. 81% last week
• 57% of total notional was executed On SEF this week vs. 59% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

• Overall CDS notional amounts dropped 19% from the previous week
• Notional cleared fell by 15%, and 12% less was executed On SEF than in the previous week
• 77% of total notional was cleared this week vs. 73% last week
• 65% of total notional was executed on SEF this week vs 61% last week.

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional