Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 3%, while trade counts increased 15%
- 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 2% and 7% respectively
- Cleared notionals were up 1%, while trade counts remained flat
- Both SEF notionals and trade counts were up 4%
- 82% of total notional was cleared vs. 79%
- 54% of total notional was executed On SEF vs. 51%
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 12%, while trade counts were up 2%
- Cleared notionals were down 2%, while trade counts were up 12%
- Both SEF notionals and trade counts were up 8% and 20% respectively
- 78% of total notional was cleared vs. 71%
- 69% of total notional was executed On SEF vs. 56%
2015 current week vs. 2014 current week
- Both CDS notionals and trade counts were down 41% and 32% respectively
- Both cleared notionals and trade counts were down 36% and 27% respectively
- Both SEF notionals and trade counts were down 31% and 24% respectively
- 82% of total notional was cleared vs. 76%
- 68% of total notional was executed On SEF vs. 59%
