CDS notional reported up as data includes multiple SDR’s
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? Login