Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 2%, while trade counts increased 13%
- Cleared notionals decreased 3%, while trade counts were up 19%
- Both SEF notionals and trade counts were up 7% and 23% 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
- Overall interest rate notionals increased 5%, while trade counts decreased 3%
- Both cleared notionals and trade counts were up 20% and 25% respectively
- Both SEF notionals and trade counts were up 40% and 34% respectively
- 80% of total notional was cleared vs. 70%
- 62% of total notional was executed On SEF vs. 47%
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 4%
- Both SEF notionals and trade counts were up 2% and 10% respectively
- 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 up 26% and 8% respectively
- Both cleared notionals and trade counts were up 25% and 26% respectively
- Both SEF notionals and trade counts were up 51% and 43% respectively
- 79% of total notional was cleared, flat with last week
- 79% of total notional was executed On SEF vs. 66%
Go to the SwapsInfo CDS Price/Transaction page