Interest Rates Derivatives

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

• Overall interest rate notionals decreased 4%, while trade counts increased 19%
• Cleared notionals decreased 6%, while trade counts were up 22%
• Both SEF notionals and trade counts were up 4% 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 up 10% and 3% respectively
• Both cleared notionals and trade counts were up 14% and 10% respectively
• Both SEF notionals and trade counts were up 44% and 8% respectively
• 82% of total notional was cleared vs. 79%
• 67% of total notional was executed On SEF vs. 51%

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 5%
• Both cleared notionals and trade counts were up 1% and 17% respectively
• Both SEF notionals and trade counts were up 13% and 27% respectively
• 78% of total notional was cleared vs. 69%
• 68% of total notional was executed On SEF vs. 54%

2015 current week vs. 2014 current week

• Both CDS notionals and trade counts were down 46% and 39% respectively
• Cleared notionals and trade counts were down 49% and 41% respectively
• Both SEF notionals and trade counts were down 50% and 41% respectively
• 78% of total notional was cleared vs. 83%
• 69% of total notional was executed On SEF vs. 73%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional