Interest Rates Derivatives

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

• Overall interest rate notionals decreased 5%, while trade counts increased 8%
• Cleared notionals decreased 4%, while trade counts were up 16%
• Both SEF notionals and trade counts were up 5% and 19% 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

• Both interest rate notionals and trade counts increased 12% and 25% respectively
• Both cleared notionals and trade counts were up 6% and 8% respectively
• SEF notionals increased 8%, while trade counts remained flat
• 81% of total notional was cleared vs. 76%
• 65% of total notional was executed On SEF vs. 53%

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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 14% and 4% respectively
• Cleared notionals were down 8%, while trade counts were up 1%
• SEF notionals were flat, while trade counts were up 7%
• 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 down 32% and 30% respectively
• Both cleared notionals and trade counts were down 34% and 33% respectively
• Both SEF notionals and trade counts were down 26% and 25% respectively
• 76% of total notional was cleared vs. 78%
• 79% of total notional was executed On SEF vs. 72%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional