CDS notional reported up as data includes multiple SDR’s

By Beth Shah
25 Jun 2014

Overall credit default swaps notional that was reported to swap data repositories last week increased by 4% from the previous week, according to data from the International Swaps and Derivatives Association. Overall interest rates derivatives trading that was reported, however, dropped by 12%.

ISDA reported that there was 13% less volume cleared in rates and 9% less executed on SEFs, compared with the previous week. CDS saw an increase, with 18% more volume cleared and 23% more volume executed on SEFs last week.

The total notional cleared also ...

Already a subscriber?

Continue reading this article

Try full access to GlobalCapital

Free trial