SIGNUP FOR THE EMAILED VERSION OF SWAPSINFO WEEKLY ANALYSIS

Data from ISDA SwapsInfo for the week ending April 18, 2014. As it was a holiday week in many markets, reported trades were down significantly.

Interest Rates Derivatives

  • Overall trading reported to the SDR decreased 15% from the previous week
  • 13% less volume was cleared, and 8% less was executed On SEF than in the previous week
  • 81% of total notional was cleared this week vs. 79% last week
  • 54% of total notional was executed on SEF this week vs. 50% last week
2014-04-18IDR

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

  • Overall trading reported to the SDR decreased 34% from the previous week
  • 30% less volume was cleared and 34% less was executed On SEF than in the previous week
  • 83.5% of total notional was cleared this week vs. 79% last week
  • 66% of total notional was executed on SEF this week vs 65.5% last week
2014-04-CDS

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

2014-04-On-SEF[1]