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 6%, while trade counts were up 17%
- 74% of total notional was cleared vs. 78%
- 56% of total notional was executed On SEF vs. 52%
2015 current week vs. 2014 current week
- Overall interest rate notionals were down 21%, while trade counts increased 22%
- Cleared notionals were down 25%, while trade counts were up 22%
- SEF notionals were down 17%, while trade counts were up 28%
- 78% of total notional was cleared vs. 81%
- 57% of total notional was executed On SEF vs. 55%
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 4%
- Both cleared notionals and trade counts were up 11% and 24% respectively
- Both SEF notionals and trade counts were up 29% and 38% respectively
- 79% of total notional was cleared vs. 65%
- 70% of total notional was executed On SEF vs. 49%
2015 current week vs. 2014 current week
- Overall CDS notionals were down 19%, while trade counts were up 11%
- Cleared notionals were down 17%, while trade counts were up 12%
- SEF notionals were down 14%, while trade counts were up 14%
- 76% of total notional was cleared vs. 74%
- 70% of total notional was executed On SEF vs. 65%