IRD and CDS Weekly Analysis: week ending January 2, 2015

Interest Rates Derivatives

€¢ Overall rates trading was down 19% from the previous week
€¢ 28% less volume was cleared, and 36% less was executed On SEF than in the previous week
€¢ 72% of total notional was cleared this week, vs. 81% last week
€¢ 49% of total notional was executed On SEF this week, vs. 62% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts increased 44% from the previous week
€¢ Notional cleared was up 60%, and 61% more was executed On SEF than in the previous week
€¢ 89% of total notional was cleared this week, vs. 80% last week
€¢ 81% of total notional was executed On SEF this week, vs. 72% last week

Go to the SwapsInfo CDS Price/Transaction page