Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 5%, while trade counts increased 8%
- Cleared notionals decreased 4%, while trade counts were up 16%
- Both SEF notionals and trade counts were up 5% and 19% respectively
- 78% of total notional was cleared, flat with last week
- 57% of total notional was executed On SEF vs. 52%
2015 current week vs. 2014 current week
- Both interest rate notionals and trade counts increased 12% and 25% respectively
- Both cleared notionals and trade counts were up 6% and 8% respectively
- SEF notionals increased 8%, while trade counts remained flat
- 81% of total notional was cleared vs. 76%
- 65% 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
- Both overall CDS notionals and trade counts were down 14% and 4% respectively
- Cleared notionals were down 8%, while trade counts were up 1%
- SEF notionals were flat, while trade counts were up 7%
- 79% of total notional was cleared vs. 74%
- 71% of total notional was executed On SEF vs. 61%
2015 current week vs. 2014 current week
- Both overall CDS notionals and trade counts were down 32% and 30% respectively
- Both cleared notionals and trade counts were down 34% and 33% respectively
- Both SEF notionals and trade counts were down 26% and 25% respectively
- 76% of total notional was cleared vs. 78%
- 79% of total notional was executed On SEF vs. 72%