Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 2%, while trade counts increased 14%
- Cleared notionals decreased 4%, while trade counts were up 19%
- Both SEF notionals and trade counts were up 6% and 23% 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 up 27% and 14% respectively
- Both cleared notionals and trade counts were up 32% and 25% respectively
- Both SEF notionals and trade counts were up 44% and 14% respectively
- 81% of total notional was cleared vs. 78%
- 60% 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
- Overall CDS notionals were down 10%, while trade counts were up 2%
- Cleared notionals were down 1%, while trade counts were up 11%
- Both SEF notionals and trade counts were up 9% and 18% respectively
- 79% of total notional was cleared vs. 72%
- 70% of total notional was executed On SEF vs. 58%
2015 current week vs. 2014 current week
- CDS notionals were up 5%, while trade counts were down 1%
- Cleared notionals were up 2%, while trade counts were down 6%
- SEF notionals were up 5%, while trade counts were down 5%
- 83% of total notional was cleared vs. 85%
- 76% of total notional was executed On SEF, flat with last week