Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 4%, while trade counts increased 20%
- Cleared notionals decreased 7%, while trade counts were up 22%
- Both SEF notionals and trade counts were up 2% and 27% respectively
- 77% of total notional was cleared vs. 79%
- 56% of total notional was executed On SEF vs. 53%
2015 current week vs. 2014 current week
- Overall interest rate notionals were down 12%, while trade counts were up 7%
- Cleared notionals were down 9%, while trade counts were up 28%
- SEF notionals were down 6%, while trade counts were up 20%
- 82% of total notional was cleared vs. 79%
- 60% of total notional was executed On SEF vs. 56%
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 8%, while trade counts were up 7%
- Both cleared notionals and trade counts were up 4% and 20% respectively
- Both SEF notionals and trade counts were up 17% and 31% respectively
- 78% of total notional was cleared vs. 69%
- 68% of total notional was executed On SEF vs. 53%
2015 current week vs. 2014 current week
- CDS notionals were down 1%, while trade counts were up 6%
- Cleared notionals were down 2%, while trade counts were up 11%
- Both SEF notionals and trade counts were up 1% and 14% respectively
- 80% of total notional was cleared vs. 81%
- 73% of total notional was executed On SEF vs. 71%
Go to the SwapsInfo CDS Price/Transaction page