Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals were down 16%, while trade counts increased 9%
- Cleared notionals were down 21%, while trade counts were up 2%
- SEF notionals were down 11%, while trade counts were up 13%
- 73% of total notional was cleared vs. 78%
- 55% of total notional was executed On SEF vs. 52%
2015 current week vs. 2014 current week
- Both overall interest rate notionals were down 4%, while trade counts were up 36%
- Cleared notionals were down 14%, while trade counts were up 32%
- SEF notionals were down 3% and trade counts were up 9%
- 73% of total notional was cleared vs. 81%
- 60% of total notional was executed On SEF vs. 60%
Go to the SwapsInfo IRD Price/Transaction page
Credit Default Swaps
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals were down 16%, while trade counts increased 9%
- Cleared notionals were down 21%, while trade counts were up 2%
- SEF notionals were down 11%, while trade counts were up 13%
- 73% of total notional was cleared vs. 78%
- 55% of total notional was executed On SEF vs. 52%
2015 current week vs. 2014 current week
- Both overall interest rate notionals were down 4%, while trade counts were up 36%
- Cleared notionals were down 14%, while trade counts were up 32%
- SEF notionals were down 3% and trade counts were up 9%
- 73% of total notional was cleared vs. 81%
- 60% of total notional was executed On SEF vs. 60%
Go to the SwapsInfo CDS Price/Transaction page
Weekly On-SEF Notional
