Interest Rates Derivatives

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

• Overall interest rate notionals decreased 3%, while trade counts increased 15%
• Cleared notionals decreased 4%, while trade counts were up 19%
• Both SEF notionals and trade counts were up 6% and 23% respectively
• 78% of total notional was cleared vs. 79%
• 57% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

• Both overall interest rate notionals and trade counts were down 2% and 7% respectively
• Cleared notionals were up 1%, while trade counts remained flat
• Both SEF notionals and trade counts were up 4%
• 82% of total notional was cleared vs. 79%
• 54% 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 12%, while trade counts were up 2%
• Cleared notionals were down 2%, 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. 71%
• 69% of total notional was executed On SEF vs. 56%

2015 current week vs. 2014 current week

• Both CDS notionals and trade counts were down 41% and 32% respectively
• Both cleared notionals and trade counts were down 36% and 27% respectively
• Both SEF notionals and trade counts were down 31% and 24% respectively
• 82% of total notional was cleared vs. 76%
• 68% of total notional was executed On SEF vs. 59%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional