IRD and CDS Weekly Analysis: week ending February 27, 2015

Interest Rates Derivatives

€¢ Overall rates trading was up 14% from the previous week
€¢ Cleared volume was up 11%, and 15% more was executed On SEF than in the previous week
€¢ 74% of total notional was cleared this week, vs. 75% last week
€¢ 56% of total notional was executed On SEF this week, vs. 55% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts increased 16% from the previous week
€¢ Notional cleared was up 6%, and 11% more was executed On SEF than in the previous week
€¢ 77% of total notional was cleared this week, vs. 85% last week
€¢ 67% of total notional was executed On SEF this week, vs.70% last week

Go to the SwapsInfo CDS Price/Transaction page