Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals increased 1%, while trade counts decreased 12%
- Both cleared notionals and trade counts were up 10% and 3% respectively
- SEF notionals increased 3%, while trade counts remained flat
- 82% of total notional was cleared, vs. 75%
- 58% of total notional was executed On SEF, flat with last year
2015 current week vs. 2014 current week
- Both overall interest rate notionals and trade counts decreased 2% and 16% respectively
- Both cleared notionals and trade counts were up 9% and 3% respectively
- Both SEF notionals and trade counts decreased 9% and 1% respectively
- 83% of total notional was cleared vs. 74%
- 55% of total notional was executed On SEF vs. 60%
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 up 19% and 23% respectively
- Both cleared notionals and trade counts were up 20% and 22% respectively
- Both SEF notionals and trade counts increased 30%
- 82% of total notional was cleared vs. 81%
- 78% of total notional was executed On SEF vs. 71%
2015 current week vs. 2014 current week
- Both overall CDS notionals and trade counts were up 65% and 72% respectively
- Both cleared notionals and trade counts were up 74%
- Both SEF notionals and trade counts were up 87% and 86% respectively
- 84% of total notional was cleared vs. 80%
- 81% of total notional was executed On SEF vs. 71%
