Interest Rates Derivatives

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

• Overall interest rate notionals decreased 4%, while trade counts increased 20%
• Cleared notionals decreased 7%, while trade counts were up 21%
• Both SEF notionals and trade counts were up 3% and 27% respectively
• 77% of total notional was cleared vs. 79%
• 57% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

• Both overall interest rate notionals and trade counts were down 19% and 1% respectively
• Cleared notionals were down 16%, while trade counts were up 19%
• SEF notionals were down 10%, while trade counts were up 15%
• 85% of total notional was cleared vs. 82%
• 66% of total notional was executed On SEF vs. 59%

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 10%, while trade counts were up 4%
• Both cleared notionals and trade counts were up 4% and 20% respectively
• Both SEF notionals and trade counts were up 19% and 32% respectively
• 78% of total notional was cleared vs. 67%
• 68% of total notional was executed On SEF vs. 51%

2015 current week vs. 2014 current week

• Both CDS notionals and trade counts were up 2% and 42% respectively
• Both cleared notionals and trade counts were up 2% and 44% respectively
• Both SEF notionals and trade counts were up 9% and 53% respectively
• 73% of total notional was cleared, flat with last week
• 65% of total notional was executed On SEF vs. 61%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional