Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 2%, while trade counts increased 11%
- Cleared notionals decreased 1%, while trade counts were up 19%
- Both SEF notionals and trade counts were up 8% and 22% 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 31% and 1% respectively
- Both cleared notionals and trade counts were up 38% and 21% respectively
- SEF notionals and trade counts increased 42% and 17% respectively
- 80% of total notional was cleared vs. 76%
- 58% of total notional was executed On SEF vs. 53%
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 3%
- SEF notionals increased 3%, while trade counts were up 10%
- 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 17% and 12% respectively
- Both cleared notionals and trade counts were down 13% and 11% respectively
- Both SEF notionals and trade counts were down 8% and 7% respectively
- 82% of total notional was cleared vs. 78%
- 80% of total notional was executed On SEF vs. 72%
