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 21%
- Both SEF notionals and trade counts were up 3% and 27% respectively
- 77% of total notional was cleared vs. 79%
- 57% of total notional was executed On SEF vs. 53%
2015 current week vs. 2014 current week
- Both overall interest rate notionals and trade counts were down 19% and 1% respectively
- Cleared notionals were down 16%, while trade counts were up 19%
- SEF notionals were down 10%, while trade counts were up 15%
- 85% of total notional was cleared vs. 82%
- 66% of total notional was executed On SEF vs. 59%
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 10%, while trade counts were up 4%
- Both cleared notionals and trade counts were up 4% and 20% respectively
- Both SEF notionals and trade counts were up 19% and 32% respectively
- 78% of total notional was cleared vs. 67%
- 68% of total notional was executed On SEF vs. 51%
2015 current week vs. 2014 current week
- Both CDS notionals and trade counts were up 2% and 42% respectively
- Both cleared notionals and trade counts were up 2% and 44% respectively
- Both SEF notionals and trade counts were up 9% and 53% respectively
- 73% of total notional was cleared, flat with last week
- 65% of total notional was executed On SEF vs. 61%
