Interest Rates Derivatives

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

• Overall interest rate notionals decreased 3%, while trade counts increased 18%
• Cleared notionals decreased 5%, while trade counts were up 22%
• Both SEF notionals and trade counts were up 5% and 26% respectively
• 77% of total notional was cleared vs. 79%
• 57% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

• Overall interest rate notionals were flat and trade counts were up 5%
• Both cleared notionals and trade counts were up 8% and 14% respectively
• Both SEF notionals and trade counts were up 20% and 10% respectively
• 80% of total notional was cleared vs. 75%
• 57% of total notional was executed On SEF vs. 48%

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 12%, while trade counts were up 2%
• Cleared notionals were down 3%, while trade counts were up 12%
• Both SEF notionals and trade counts were up 8% and 20% respectively
• 78% of total notional was cleared vs. 70%
• 68% of total notional was executed On SEF vs. 56%

2015 current week vs. 2014 current week

• Both CDS notionals and trade counts were up 7% and 26% respectively
• Both cleared notionals and trade counts were up 16% and 28% respectively
• Both SEF notionals and trade counts were up 20% and 30% respectively
• 82% of total notional was cleared vs. 76%
• 67% of total notional was executed On SEF vs. 60%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional