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

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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

Data sourced from DTCC and Bloomberg SEF datasets accessed by ISDA SwapsInfo. Data in this analysis may differ from results on 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.


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