Interest Rates Derivatives

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

• Overall interest rate notionals were down 11%, while trade counts increased 12%
• Cleared notionals were down 17%, while trade counts were up 7%
• SEF notionals were down 7%, while trade counts were up 16%
• 72% of total notional was cleared vs. 78%
• 55% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

• Overall interest rate notionals were up 8%, while trade counts were down 5%
• Cleared notionals were down 26%, while trade counts remained flat
• Both SEF notionals and trade counts were down 27% and 6% respectively
• 47% of total notional was cleared vs. 69%
• 34% of total notional was executed On SEF vs. 50%

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Credit Default Swaps

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

• Overall CDS notionals were down 10%, while trade counts were up 3%
• Both cleared notionals and trade counts were up 9% and 22% respectively
• Both SEF notionals and trade counts were up 26% and 35% respectively
• 79% of total notional was cleared vs. 66%
• 70% of total notional was executed On SEF vs. 50%

2015 current week vs. 2014 current week

• Overall CDS notionals were down 5%, while trade counts were up 19%
• Both cleared notionals and trade counts were up 15% and 30% respectively
• Both SEF notionals and trade counts were up 19% and 36% respectively
• 78% of total notional was cleared vs. 65%
• 71% of total notional was executed On SEF vs. 57%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional