Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 4%, while trade counts increased 19%
- Cleared notionals decreased 7%, while trade counts were up 21%
- 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 7%, while trade counts were up 17%
- Cleared notionals were down 6%, while trade counts were up 24%
- SEF notionals were down 13%, while trade counts were up 12%
- 79% of total notional was cleared vs. 78%
- 54% of total notional was executed On SEF vs. 57%
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 9%, while trade counts were up 6%
- Both cleared notionals and trade counts were up 5% and 21% respectively
- Both SEF notionals and trade counts were up 19% and 33% respectively
- 78% of total notional was cleared vs. 67%
- 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 22% and 59% respectively
- Both cleared notionals and trade counts were up 21% and 56% respectively
- Both SEF notionals and trade counts were up 23% and 58% respectively
- 77% of total notional was cleared vs. 78%
- 67% of total notional was executed On SEF vs. 66%