IRD and CDS Weekly Analysis: week ending October 17, 2014

Interest Rates Derivatives

€¢ Overall rates trading was down 6% from the previous week
€¢ 11% less volume was cleared, and 2% less was executed On SEF than in the previous week
€¢ 78% of total notional was cleared this week, vs. 82% last week
€¢ 50% of total notional was executed On SEF this week, vs. 48% last week

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Credit Default Swaps

€¢ Overall CDS notional amounts decreased 4% from the previous week
€¢ Notional cleared was down 3%, and 3% less was executed On SEF than in the previous week
€¢ 85% of total notional was cleared this week, up from 84% last week
€¢ 73% of total notional was executed On SEF this week, consistent with last week

Go to the SwapsInfo CDS Price/Transaction page