Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 3%, while trade counts increased 16%
- Cleared notionals decreased 4%, while trade counts were up 20%
- Both SEF notionals and trade counts were up 6% and 24% respectively
- 77% 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 11% and 29% respectively
- Both cleared notionals and trade counts were down 4% and 22% respectively
- SEF notionals were up 5%, while trade counts were down 11%
- 82% of total notional was cleared vs. 76%
- 59% of total notional was executed On SEF vs. 50%
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 3%
- Cleared notionals were down 1%, while trade counts were up 13%
- Both SEF notionals and trade counts were up 9% and 22% 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 45% and 32% respectively
- Both cleared notionals and trade counts were down 40% and 28% respectively
- Both SEF notionals and trade counts were down 38% and 26% respectively
- 77% of total notional was cleared vs. 71%
- 70% of total notional was executed On SEF vs. 63%