Interest Rates Derivatives

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

• Overall interest rate notionals decreased 3%, while trade counts increased 19%
• Cleared notionals decreased 5%, while trade counts were up 22%
• Both SEF notionals and trade counts were up 5% and 27% respectively
• 77% of total notional was cleared vs. 79%
• 57% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

• Both overall interest rate notionals and trade counts were up 18% and 21% respectively
• Both cleared notionals and trade counts were up 22% and 37% respectively
• Both SEF notionals and trade counts were up 42% and 27% respectively
• 82% of total notional was cleared vs. 80%
• 64% of total notional was executed On SEF vs. 53%

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 13%, while trade counts were up 1%
• Cleared notionals were down 3%, while trade counts were up 12%
• Both SEF notionals and trade counts were up 8% and 20% respectively
• 78% of total notional was cleared vs. 70%
• 69% of total notional was executed On SEF vs. 56%

2015 current week vs. 2014 current week

• Both CDS notionals and trade counts were down 25% and 14% respectively
• Both cleared notionals and trade counts were down 28% and 17% respectively
• Both SEF notionals and trade counts were down 24% and 14% respectively
• 77% of total notional was cleared vs. 80%
• 71% of total notional was executed On SEF vs. 69%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional