Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 6%, while trade counts remained flat
- Cleared notionals decreased 0%, while trade counts were up 19%
- Both SEF notionals and trade counts were up 9% and 22% respectively
- 82% of total notional was cleared, vs. 77% last week
- 60% of total notional was executed On SEF vs. 52%
2015 current week vs. 2014 current week
- Both interest rate notionals and trade counts increased 3% and 0% respectively
- Both cleared notionals and trade counts were up 4% and 3% respectively
- SEF notionals decreased 4% while trade counts increased 10%
- 73% of total notional was cleared vs. 72%
- 46% of total notional was executed On SEF vs. 50%
Go to the SwapsInfo IRD Price/Transaction page
Credit Default Swaps
2015 year-to-date vs. 2014 year-to-date
- Both overall CDS notionals and trade counts were down 12% and 2% respectively
- Cleared notionals were down 7%, while trade counts were up 2%
- Both SEF notionals and trade counts increased 2% and 10% respectively
- 79% of total notional was cleared vs. 75%
- 71% of total notional was executed On SEF vs. 62%
2015 current week vs. 2014 current week
- Both overall CDS notionals and trade counts were down 36% and 31% respectively
- Both cleared notionals and trade counts were down 41% and 37% respectively
- Both SEF notionals and trade counts were down 33% and 32% respectively
- 82% of total notional was cleared vs. 88%
- 84% of total notional was executed On SEF vs. 79%
Go to the SwapsInfo CDS Price/Transaction page