Interest Rates Derivatives

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

• Overall interest rate notionals decreased 2%, while trade counts increased 11%
• Cleared notionals decreased 1%, while trade counts were up 19%
• Both SEF notionals and trade counts were up 8% and 22% respectively
• 78% of total notional was cleared, flat with last week
• 57% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

• Both interest rate notionals and trade counts increased 31% and 1% respectively
• Both cleared notionals and trade counts were up 38% and 21% respectively
• SEF notionals and trade counts increased 42% and 17% respectively
• 80% of total notional was cleared vs. 76%
• 58% of total notional was executed On SEF vs. 53%

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Credit Default Swaps

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

• Both overall CDS notionals and trade counts were down 12% and 2% respectively
• Cleared notionals were down 6%, while trade counts were up 3%
• SEF notionals increased 3%, while trade counts were up 10%
• 79% of total notional was cleared vs. 74%
• 71% of total notional was executed On SEF vs. 61%

2015 current week vs. 2014 current week

• Both overall CDS notionals and trade counts were down 17% and 12% respectively
• Both cleared notionals and trade counts were down 13% and 11% respectively
• Both SEF notionals and trade counts were down 8% and 7% respectively
• 82% of total notional was cleared vs. 78%
• 80% of total notional was executed On SEF vs. 72%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional