In addition to the DTCC data featured since our launch, SwapsInfo now includes Bloomberg SDR data covering cleared transactions executed on the Bloomberg SEF in IRD and CDS.

Interest Rates Derivatives

  • Overall rates trading fell 12% from the previous week
  • 13% less volume was cleared, and 9% less was executed On SEF than in the previous week
  • 79% of total notional was cleared this week vs. 80% last week
  • 53% of total notional was executed On SEF this week vs. 52% last week
2014-06-20 IRD

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

  • Overall CDS notional amounts rose 4% from the previous week
  • Notional cleared climbed by 18%, and 23% more was executed On SEF than in the previous week
  • 77% of total notional was cleared this week vs. 67% last week
  • 65% of total notional was executed on SEF this week vs 55% last week.
2014-06-20 CDS

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

2014-06-20 OnSEF