Interest Rates Derivatives

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

• Overall interest rate notionals decreased 2%, while trade counts increased 14%
• 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 up 27% and 14% respectively
• Both cleared notionals and trade counts were up 32% and 25% respectively
• Both SEF notionals and trade counts were up 44% and 14% respectively
• 81% of total notional was cleared vs. 78%
• 60% of total notional was executed On SEF vs. 53%

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 2%
• Cleared notionals were down 1%, while trade counts were up 11%
• Both SEF notionals and trade counts were up 9% and 18% respectively
• 79% of total notional was cleared vs. 72%
• 70% of total notional was executed On SEF vs. 58%

2015 current week vs. 2014 current week

• CDS notionals were up 5%, while trade counts were down 1%
• Cleared notionals were up 2%, while trade counts were down 6%
• SEF notionals were up 5%, while trade counts were down 5%
• 83% of total notional was cleared vs. 85%
• 76% of total notional was executed On SEF, flat with last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional