Interest Rates Derivatives

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

• Overall interest rate notionals decreased 4%, while trade counts increased 13%
• Cleared notionals decreased 5%, while trade counts were up 17%
• Both SEF notionals and trade counts were up 5% and 20% 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 14% and 4% respectively
• Cleared notionals decreased 4%, while trade counts were up 6%
• Both SEF notionals and trade counts were down 7% and 6% respectively
• 81% of total notional was cleared vs. 73%
• 55% 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

• Both overall CDS notionals and trade counts were down 15% and 4% respectively
• Cleared notionals were down 8%, while trade counts were up 2%
• SEF notionals were down 1%, while trade counts were up 8%
• 79% of total notional was cleared vs. 73%
• 70% of total notional was executed On SEF vs. 60%

2015 current week vs. 2014 current week

• Both overall CDS notionals and trade counts were down 39% and 34% respectively
• Both cleared notionals and trade counts were down 41% and 38% respectively
• Both SEF notionals and trade counts were down 42% and 38% respectively
• 81% of total notional was cleared vs. 84%
• 71% of total notional was executed On SEF, vs. 75%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional