IRD and CDS Weekly Analysis: week ending February 13, 2015

Interest Rates Derivatives

€¢ Overall rates trading was down 36% from the previous week
€¢ 34% less volume was cleared, and 45% less was executed On SEF than in the previous week
€¢ 75% of total notional was cleared this week, vs. 74% last week
€¢ 54% 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 2% from the previous week
€¢ Notional cleared was down 2%, and 7% less was executed On SEF than in the previous week
€¢ 75% of total notional was cleared this week, vs. 78% last week
€¢ 63% of total notional was executed On SEF this week, vs. 69% last week

Go to the SwapsInfo CDS Price/Transaction page