Interest Rates Derivatives

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

• Overall interest rate notionals decreased 2%, while trade counts increased 10%
• Cleared notionals decreased 1%, while trade counts were up 19%
• Both SEF notionals and trade counts were up 9% and 22% respectively
• 78% of total notional was cleared vs. 77%
• 57% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

• Interest rate notionals increased 5%, while trade counts decreased 25%
• Both cleared notionals and trade counts were up 34% and 10% respectively
• Both SEF notionals and trade counts increased 21% and 7% respectively
• 83% of total notional was cleared vs. 65%
• 56% of total notional was executed On SEF vs. 48%

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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 7%, while trade counts were up 2%
• Both SEF notionals and trade counts increased 2% and 10% respectively
• 79% of total notional was cleared vs. 75%
• 71% of total notional was executed On SEF vs. 62%

2015 current week vs. 2014 current week

• Both overall CDS notionals and trade counts were down 24% and 19% respectively
• Both cleared notionals and trade counts were down 29% and 22% respectively
• Both SEF notionals and trade counts were down 22% and 18% respectively
• 79% of total notional was cleared vs. 84%
• 74% of total notional was executed On SEF vs. 73%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional