Interest Rates Derivatives

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

• Overall interest rate notionals decreased 5%, while trade counts increased 11%
• Cleared notionals decreased 7%, while trade counts were up 15%
• Both SEF notionals and trade counts were up 3% and 19% 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 25% and 23% respectively
• Both cleared notionals and trade counts were down 24% and 16% respectively
• Both SEF notionals and trade counts were down 12% and 13% respectively
• 80% of total notional was cleared vs. 79%
• 60% of total notional was executed On SEF vs. 52%

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 16% and 5% respectively
• Cleared notionals were down 9%, while trade counts were up 1%
• SEF notionals were down 1% while trade counts were up 7%
• 79% of total notional was cleared vs. 73%
• 70% of total notional was executed On SEF vs. 59%

2015 current week vs. 2014 current week

• CDS notionals were down 49%, while trade counts were down 49%
• Cleared notionals were down 49%, while trade counts were down 48%
• SEF notionals were down 47%, while trade counts were also down 47%
• 86% of total notional was cleared vs. 85%
• 77% of total notional was executed On SEF, vs. 74%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional