Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 5%, while trade counts increased 20%
- Cleared notionals decreased 8%, while trade counts were up 21%
- Both SEF notionals and trade counts were up 2% and 27% respectively
- 76% 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 16%, while trade counts were up 22%
- Cleared notionals were down 17%, while trade counts were up 28%
- SEF notionals were down 19%, while trade counts were up 27%
- 78% of total notional was cleared vs. 79%
- 54% of total notional was executed On SEF vs. 55%
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 8%
- Both cleared notionals and trade counts were up 5% and 22% respectively
- Both SEF notionals and trade counts were up 19% and 34% respectively
- 78% of total notional was cleared vs. 68%
- 68% of total notional was executed On SEF vs. 52%
2015 current week vs. 2014 current week
- Both CDS notionals and trade counts were up 21% and 53% respectively
- Both cleared notionals and trade counts were up 13% and 48% respectively
- Both SEF notionals and trade counts were up 18% and 51% respectively
- 76% of total notional was cleared vs. 80%
- 69% of total notional was executed On SEF vs. 70%