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 3%, while trade counts were up 19%
• Both SEF notionals and trade counts were up 7% and 22% respectively
• 78% of total notional was cleared, flat with last week
• 57% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

• Overall interest rate notionals increased 15%, while trade counts decreased 1%
• Both cleared notionals and trade counts were up 34% and 31% respectively
• Both SEF notionals and trade counts were up 30% and 32% respectively
• 82% of total notional was cleared vs. 71%
• 55% of total notional was executed On SEF vs. 48%

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 13% and 2% respectively
• Cleared notionals were down 7%, while trade counts were up 3%
• Both SEF notionals and trade counts were up 1% and 9% respectively
• 79% of total notional was cleared vs. 74%
• 70% of total notional was executed On SEF vs. 61%

2015 current week vs. 2014 current week

• Both overall CDS notionals and trade counts were down 12%
• Both cleared notionals and trade counts were down 17% and 14% respectively
• Both SEF notionals and trade counts were down 5% and 4% respectively
• 77% of total notional was cleared vs. 81%
• 74% of total notional was executed On SEF vs. 69%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional