Interest Rates Derivatives

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

• Overall interest rate notionals were down 12%, while trade counts increased 13%
• Cleared notionals were down 17%, while trade counts were up 7%
• SEF notionals were down 6%, while trade counts were up 17%
• 74% of total notional was cleared vs. 78%
• 56% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

• Overall interest rate notionals were down 21%, while trade counts increased 22%
• Cleared notionals were down 25%, while trade counts were up 22%
• SEF notionals were down 17%, while trade counts were up 28%
• 78% of total notional was cleared vs. 81%
• 57% of total notional was executed On SEF vs. 55%

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 9%, while trade counts were up 4%
• Both cleared notionals and trade counts were up 11% and 24% respectively
• Both SEF notionals and trade counts were up 29% and 38% respectively
• 79% of total notional was cleared vs. 65%
• 70% of total notional was executed On SEF vs. 49%

2015 current week vs. 2014 current week

• Overall CDS notionals were down 19%, while trade counts were up 11%
• Cleared notionals were down 17%, while trade counts were up 12%
• SEF notionals were down 14%, while trade counts were up 14%
• 76% of total notional was cleared vs. 74%
• 70% of total notional was executed On SEF vs. 65%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional