Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals increased 4%, while trade counts decreased 8%
- Both cleared notionals and trade counts were up 12% and 7% respectively
- Both SEF notionals increased 2% and 3% respectively
- 82% of total notional was cleared, vs. 76%
- 57% of total notional was executed On SEF, vs. 58%
2015 current week vs. 2014 current week
- Overall interest rate notionals increased 1%, while trade counts decreased 5%
- Both cleared notionals and trade counts were up 4% and 7% respectively
- SEF notionals decreased 10%, while trade counts increased 1%
- 82% of total notional was cleared vs. 79%
- 52% of total notional was executed On SEF vs. 58%
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 up 33% and 38% respectively
- Both cleared notionals and trade counts were up 35% and 38% respectively
- Both SEF notionals and trade counts increased 47% and 48% respectively
- 82% of total notional was cleared vs. 80%
- 78% of total notional was executed On SEF vs. 70%
2015 current week vs. 2014 current week
- Both overall CDS notionals and trade counts were up 66% and 87% respectively
- Both cleared notionals and trade counts were up 78% and 92% respectively
- Both SEF notionals and trade counts were up 101% and 109% respectively
- 81% of total notional was cleared vs. 76%
- 78% of total notional was executed On SEF vs. 65%
Go to the SwapsInfo CDS Price/Transaction page