Rates trading decreases on SEFs

By Beth Shah
15 Apr 2014

Overall interest rates derivatives trading that was reported to the swap data repository over the last seven days decreased by 16% from the previous week, according to data from the International Swaps and Derivatives Week. However, overall credit default swaps trading increased by 4%.

ISDA reported that there was 17% less volume cleared in rates derivatives, and 23% less executed on swap execution facilities last week, compared with the previous week. 5% more volume was cleared for CDS and 18% more was executed on SEFs.

The total notional that was cleared for ...

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