Interest Rates Derivatives

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

• Overall interest rate notionals were down 15%, while trade counts increased 11%
• Cleared notionals were down 21%, while trade counts were up 2%
• SEF notionals were down 11%, while trade counts were up 15%
• 72% of total notional was cleared vs. 77%
• 54% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

• Overall interest rate notionals were down 4%, while trade counts were up 13%
• Cleared notionals were down 5%, while trade counts were up 7%
• Both SEF notionals and trade counts were up 15% and 17% respectively
• 77% of total notional was cleared vs. 78%
• 62% of total notional was executed On SEF vs. 52%

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 8%, while trade counts were up 3%
• Both cleared notionals and trade counts were up 19% and 31% respectively
• Both SEF notionals and trade counts were up 44% and 52% respectively
• 81% of total notional was cleared vs. 62%
• 71% of total notional was executed On SEF vs. 45%

2015 current week vs. 2014 current week

• Both overall CDS notionals and trade counts were up 15%
• Both cleared notionals and trade counts were up 31% and 25% respectively
• Both SEF notionals and trade counts increased 61% and 37% respectively
• 83% of total notional was cleared vs. 72%
• 73% of total notional was executed On SEF vs. 52%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional