Interest Rates Derivatives

2015 year-to-date vs. 2014 year-to-date

• Both overall interest rate notionals and trade counts increased 3% and 28% respectively
• Cleared notionals were flat, while trade counts were up 27%
• Both SEF notionals and trade counts were up 10% and 33% respectively
• 76% of total notional was cleared vs. 78%
• 57% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

• Overall interest rate notionals were down 20%, while trade counts were up 26%
• Cleared notionals were down 23%, while trade counts were up 35%
• SEF notionals were down 21%, while trade counts were up 32%
• 80% of total notional was cleared vs. 84%
• 57% of total notional was executed On SEF vs. 58%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2015 year-to-date vs. 2014 year-to-date

• Overall CDS notionals were down 9%, while trade counts were up 5%
• Both cleared notionals and trade counts were up 8% and 23% respectively
• Both SEF notionals and trade counts were up 23% and 34% respectively
• 79% of total notional was cleared vs. 66%
• 69% of total notional was executed On SEF vs. 51%

2015 current week vs. 2014 current week

• Both CDS notionals and trade counts were up 10% and 24% respectively
• Both cleared notionals and trade counts were up 2% and 28% respectively
• Both SEF notionals and trade counts were up 7% and 31% respectively
• 69% of total notional was cleared vs. 74%
• 63% of total notional was executed On SEF vs. 65%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional