CDS notional, rates trading declines week-on-week
Overall credit default swap notional that was reported to swap data repositories last week decreased by 40% from the previous week, according to data from the International Swaps and Derivatives Association. Overall interest rate derivatives trading that was reported was also down by 18% from the previous week. This follows a week of sizeable increases in trading volumes in both CDS and rates.
Unlock this article.
The content you are trying to view is exclusive to our subscribers.
To unlock this article: