Interest Rates Derivatives

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

• Overall interest rate notionals decreased 2%, while trade counts increased 13%
• Cleared notionals decreased 3%, while trade counts were up 19%
• Both SEF notionals and trade counts were up 7% and 23% 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 5%, while trade counts decreased 3%
• Both cleared notionals and trade counts were up 20% and 25% respectively
• Both SEF notionals and trade counts were up 40% and 34% respectively
• 80% of total notional was cleared vs. 70%
• 62% of total notional was executed On SEF vs. 47%

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 12% and 2% respectively
• Cleared notionals were down 6%, while trade counts were up 4%
• Both SEF notionals and trade counts were up 2% and 10% respectively
• 79% of total notional was cleared vs. 74%
• 71% of total notional was executed On SEF vs. 61%

2015 current week vs. 2014 current week

• Both overall CDS notionals and trade counts were up 26% and 8% respectively
• Both cleared notionals and trade counts were up 25% and 26% respectively
• Both SEF notionals and trade counts were up 51% and 43% respectively
• 79% of total notional was cleared, flat with last week
• 79% of total notional was executed On SEF vs. 66%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional