Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Both overall interest rate notionals and trade counts increased 3% and 28% respectively
- Cleared notionals were flat, while trade counts were up 27%
- Both SEF notionals and trade counts were up 10% and 33% respectively
- 76% of total notional was cleared vs. 78%
- 57% of total notional was executed On SEF vs. 53%
2015 current week vs. 2014 current week
- Overall interest rate notionals were down 20%, while trade counts were up 26%
- Cleared notionals were down 23%, while trade counts were up 35%
- SEF notionals were down 21%, while trade counts were up 32%
- 80% of total notional was cleared vs. 84%
- 57% of total notional was executed On SEF vs. 58%
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 5%
- Both cleared notionals and trade counts were up 8% and 23% respectively
- Both SEF notionals and trade counts were up 23% and 34% respectively
- 79% of total notional was cleared vs. 66%
- 69% of total notional was executed On SEF vs. 51%
2015 current week vs. 2014 current week
- Both CDS notionals and trade counts were up 10% and 24% respectively
- Both cleared notionals and trade counts were up 2% and 28% respectively
- Both SEF notionals and trade counts were up 7% and 31% respectively
- 69% of total notional was cleared vs. 74%
- 63% of total notional was executed On SEF vs. 65%