Interest Rates Derivatives

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

• Overall interest rate notionals decreased 6%, while trade counts increased 13%
• Cleared notionals decreased 7%, while trade counts were up 16%
• Both SEF notionals and trade counts were up 3% and 21% respectively
• 77% of total notional was cleared vs. 79%
• 57% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

• Both overall interest rate notionals and trade counts were down 20% and 35% respectively
• Both cleared notionals and trade counts were down 15% and 27% respectively
• SEF notionals were up 1%, while trade counts were down 9%
• 81% of total notional was cleared vs. 76%
• 64% of total notional was executed On SEF vs. 50%

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 12%, while trade counts were up 1%
• Cleared notionals were down 2%, while trade counts were up 11%
• Both SEF notionals and trade counts were up 8% and 19% respectively
• 78% of total notional was cleared vs. 71%
• 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 30% and 23% respectively
• Both cleared notionals and trade counts were down 21% and 17% respectively
• Both SEF notionals and trade counts were down 21% and 16% respectively
• 81% of total notional was cleared vs. 71%
• 71% of total notional was executed On SEF vs. 63%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional