Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 3%, 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 down 8% and 1% respectively
- Cleared notionals were down 10%, while trade counts were up 8%
- Both SEF notionals and trade counts were up 2% and 6% respectively
- 78% of total notional was cleared vs. 79%
- 57% 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
- Overall CDS notionals were down 11%, while trade counts were up 2%
- Cleared notionals were down 1%, while trade counts were up 12%
- Both SEF notionals and trade counts were up 9% and 19% respectively
- 79% of total notional was cleared vs. 71%
- 69% of total notional was executed On SEF vs. 57%
2015 current week vs. 2014 current week
- Both CDS notionals and trade counts were up 24% and 9% respectively
- Both cleared notionals and trade counts were up 25% and 6% respectively
- Both SEF notionals and trade counts were up 26% and 5% respectively
- 85% of total notional was cleared vs. 84%
- 78% of total notional was executed On SEF vs. 76%
