Interest Rates Derivatives

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

• Overall interest rate notionals decreased 6%, while trade counts remained flat
• Cleared notionals decreased 6%, while trade counts were up 3%
• Both SEF notionals and trade counts were up 1%
• 77% of total notional was cleared, flat with last week
• 56% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

• Both interest rate notionals and trade counts increased 30% and 25% respectively
• Both cleared notionals and trade counts were up 24% and 34% respectively
• Both SEF notionals and trade counts increased 22% and 25% respectively
• 78% of total notional was cleared vs. 81%
• 58% of total notional was executed On SEF vs. 62%

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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 up 42% and 52% respectively
• Both cleared notionals and trade counts were up 22% and 42% respectively
• Both SEF notionals and trade counts were up 39% and 59% respectively
• 68% of total notional was cleared vs. 78%
• 68% of total notional was executed On SEF vs. 69%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional