Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals were down 15%, while trade counts increased 11%
- Cleared notionals were down 21%, while trade counts were up 2%
- SEF notionals were down 11%, while trade counts were up 15%
- 72% of total notional was cleared vs. 77%
- 54% of total notional was executed On SEF vs. 52%
2015 current week vs. 2014 current week
- Overall interest rate notionals were down 4%, while trade counts were up 13%
- Cleared notionals were down 5%, while trade counts were up 7%
- Both SEF notionals and trade counts were up 15% and 17% respectively
- 77% of total notional was cleared vs. 78%
- 62% of total notional was executed On SEF vs. 52%
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 8%, while trade counts were up 3%
- Both cleared notionals and trade counts were up 19% and 31% respectively
- Both SEF notionals and trade counts were up 44% and 52% respectively
- 81% of total notional was cleared vs. 62%
- 71% of total notional was executed On SEF vs. 45%
2015 current week vs. 2014 current week
- Both overall CDS notionals and trade counts were up 15%
- Both cleared notionals and trade counts were up 31% and 25% respectively
- Both SEF notionals and trade counts increased 61% and 37% respectively
- 83% of total notional was cleared vs. 72%
- 73% of total notional was executed On SEF vs. 52%
Go to the SwapsInfo CDS Price/Transaction page