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

Please SIGNUP FOR SWAPSINFO WEEKLY ANALYSIS for getting weekly summary in Email

 

Data from ISDA SwapsInfo for the 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

Weekly On-SEF Notional
SIGNUP FOR SWAPSINFO WEEKLY ANALYSIS

Data sourced from DTCC and Bloomberg SEF datasets accessed by ISDA SwapsInfo. Data in this analysis may differ from results on SwapsInfo.org. Previous-week data may vary from the last Weekly Analysis due to changes such as cancellations and corrections made to the datasets in the interim. ©2014 International Swaps and Derivatives Association, Inc.

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s