Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 3%, while trade counts increased 15%
  • Cleared notionals decreased 4%, while trade counts were up 19%
  • Both SEF notionals and trade counts were up 6% and 23% respectively
  • 78% 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 2% and 7% respectively
  • Cleared notionals were up 1%, while trade counts remained flat
  • Both SEF notionals and trade counts were up 4%
  • 82% of total notional was cleared vs. 79%
  • 54% of total notional was executed On SEF vs. 51%

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 2%
  • Cleared notionals were down 2%, 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. 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 41% and 32% respectively
  • Both cleared notionals and trade counts were down 36% and 27% respectively
  • Both SEF notionals and trade counts were down 31% and 24% respectively
  • 82% of total notional was cleared vs. 76%
  • 68% of total notional was executed On SEF vs. 59%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional