Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals were down 12%, while trade counts increased 13%
- Cleared notionals were down 17%, while trade counts were up 7%
- SEF notionals were down 7%, while trade counts were up 17%
- 74% of total notional was cleared vs. 78%
- 56% of total notional was executed On SEF vs. 53%
2015 current week vs. 2014 current week
- Overall interest rate notionals were down 12%, while trade counts increased 13%
- Cleared notionals were down 17%, while trade counts were up 7%
- SEF notionals were down 7%, while trade counts were up 17%
- 74% of total notional was cleared vs. 78%
- 56% 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 9% and 22% respectively
- Both SEF notionals and trade counts were up 26% and 35% respectively
- 79% of total notional was cleared vs. 66%
- 70% of total notional was executed On SEF vs. 50%
2015 current week vs. 2014 current week
- Both overall CDS notionals and trade counts were down 39% and 30% respectively
- Both cleared notionals and trade counts were down 38% and 32% respectively
- Both SEF notionals and trade counts were down 40% and 33% respectively
- 79% of total notional was cleared vs. 77%
- Total notional executed On SEF remained consistent at 68%