CDS notional begins increase following sizeable slump

By Beth Shah
11 Sep 2014

Overall credit default swap notional reported to swap data repositories last week increased 33% from the previous week, according to data form the International Swaps and Derivatives Association.

This follows two weeks of falling volumes, with a combined decrease of 57%. Overall interest rate derivatives that was reported, also increased by 18%.

ISDA reported there was a 38% increase in the notional cleared for CDS and 43% more executed on swap execution facilities, compared with the ...

Already a subscriber?

Continue reading this article

Try full access to GlobalCapital

Free trial