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 28% respectively
- 76% of total notional was cleared vs. 79%
- 56% of total notional was executed On SEF vs. 52%
2015 current week vs. 2014 current week
- Overall interest rate notionals were down 15%, while trade counts were up 9%
- Cleared notionals were down 12%, while trade counts were up 20%
- SEF notionals were down 7%, while trade counts were up 14%
- 82% of total notional was cleared vs. 79%
- 58% of total notional was executed On SEF vs. 53%
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 3%
- Both cleared notionals and trade counts were up 5% and 19% respectively
- Both SEF notionals and trade counts were up 20% and 31% 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 36% and 41% respectively
- Both cleared notionals and trade counts were up 26% and 42% respectively
- Both SEF notionals and trade counts were up 12% and 41% respectively
- 68% of total notional was cleared vs. 73%
- 51% of total notional was executed On SEF vs. 62%
