IRD and CDS Weekly Analysis: week ending October 31, 2014

Interest Rates Derivatives

€¢ Overall rates trading was down 17% from the previous week
€¢ 13% less volume was cleared, and 8% less was executed On SEF than in the previous week
€¢ 77% of total notional was cleared this week, vs. 73% last week
€¢ 56% of total notional was executed On SEF this week, vs. 51% last week

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Credit Default Swaps

€¢ Overall CDS notional amounts decreased 21% from the previous week
€¢ Notional cleared was down 23%, and 26% less was executed On SEF than in the previous week
€¢ 81% of total notional was cleared this week, down from 83% last week
€¢ 69% of total notional was executed On SEF this week, down from 74% last week

Go to the SwapsInfo CDS Price/Transaction page