IRD and CDS Weekly Analysis: week ending November 28, 2014

Interest Rates Derivatives

€¢ Overall rates trading was down 18% from the previous week
€¢ 6% less volume was cleared, and volume executed On SEF was consistent with the previous week
€¢ 72% of total notional was cleared this week, vs. 62% last week
€¢ 51% of total notional was executed On SEF this week, vs. 42% last week

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Credit Default Swaps

€¢ Overall CDS notional amounts decreased 40% from the previous week
€¢ Notional cleared was down 42%, and 44% less was executed On SEF than in the previous week
€¢ 77% of total notional was cleared this week, vs. 79% last week
€¢ 61% of total notional was executed On SEF this week, vs. 64% last week

Go to the SwapsInfo CDS Price/Transaction page