SIGNUP FOR THE EMAILED VERSION OF SWAPSINFO WEEKLY ANALYSIS

Interest Rates Derivatives

ird

  • Overall rates trading dropped 13% from the previous week
  • 15% less volume was cleared, and 19% less was executed On SEF than in the previous week
  • 79% of total notional was cleared this week vs. 81% last week
  • 56% of total notional was executed On SEF this week vs. 59% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

cds
  • Overall CDS notional amounts decreased 31% from the previous week
  • Notional cleared dropped by 41%, and 41% less was executed On SEF than in the previous week
  • 66% of total notional was cleared this week vs. 78% last week
  • 58% of total notional was executed on SEF this week vs 67% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

sef

SIGNUP FOR SWAPSINFO WEEKLY ANALYSIS

Data sourced from DTCC and Bloomberg SEF datasets accessed by ISDA SwapsInfo. Data in this analysis may differ from results on SwapsInfo.org. Previous-week data may vary from the last Weekly Analysis due tochanges such as cancellations and corrections made to the datasets in the interim.