Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 3%, while trade counts increased 14%
- Cleared notionals decreased 4%, while trade counts were up 19%
- Both SEF notionals and trade counts were up 6% and 22% respectively
- 78% of total notional was cleared vs. 79%
- 57% of total notional was executed On SEF vs. 52%
2015 current week vs. 2014 current week
- Both overall interest rate notionals and trade counts were up 16% and 4% respectively
- Both cleared notionals and trade counts were up 17%
- Both SEF notionals and trade counts were up 24% and 20% respectively
- 78% of total notional was cleared, flat with last week
- 60% of total notional was executed On SEF vs. 57%
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 13% and 2% respectively
- Cleared notionals were down 6%, while trade counts were up 4%
- Both SEF notionals and trade counts were up 1% and 10% respectively
- 79% of total notional was cleared vs. 74%
- 70% of total notional was executed On SEF vs. 60%
2015 current week vs. 2014 current week
- Both overall CDS notionals and trade counts were down 21% and 22% respectively
- Both cleared notionals and trade counts were down 36%
- Both SEF notionals and trade counts were down 33% and 34% respectively
- 66% of total notional was cleared vs. 82%
- 60% of total notional was executed On SEF vs. 71%
Go to the SwapsInfo CDS Price/Transaction page