Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 5%, while trade counts increased 11%
- Cleared notionals decreased 7%, while trade counts were up 15%
- Both SEF notionals and trade counts were up 3% and 19% respectively
- 78% of total notional was cleared vs. 79%
- 57% of total notional was executed On SEF vs. 52%
2015 current week vs. 2014 current week
- Both overall interest rate notionals and trade counts were down 25% and 23% respectively
- Both cleared notionals and trade counts were down 24% and 16% respectively
- Both SEF notionals and trade counts were down 12% and 13% respectively
- 80% of total notional was cleared vs. 79%
- 60% of total notional was executed On SEF vs. 52%
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 16% and 5% respectively
- Cleared notionals were down 9%, while trade counts were up 1%
- SEF notionals were down 1% while trade counts were up 7%
- 79% of total notional was cleared vs. 73%
- 70% of total notional was executed On SEF vs. 59%
2015 current week vs. 2014 current week
- CDS notionals were down 49%, while trade counts were down 49%
- Cleared notionals were down 49%, while trade counts were down 48%
- SEF notionals were down 47%, while trade counts were also down 47%
- 86% of total notional was cleared vs. 85%
- 77% of total notional was executed On SEF, vs. 74%
