Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 6%, while trade counts increased 13%
- Cleared notionals decreased 7%, while trade counts were up 16%
- Both SEF notionals and trade counts were up 3% and 21% respectively
- 77% 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 down 20% and 35% respectively
- Both cleared notionals and trade counts were down 15% and 27% respectively
- SEF notionals were up 1%, while trade counts were down 9%
- 81% of total notional was cleared vs. 76%
- 64% 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
- Overall CDS notionals were down 12%, while trade counts were up 1%
- Cleared notionals were down 2%, while trade counts were up 11%
- Both SEF notionals and trade counts were up 8% and 19% respectively
- 78% of total notional was cleared vs. 71%
- 69% of total notional was executed On SEF vs. 56%
2015 current week vs. 2014 current week
- Both CDS notionals and trade counts were down 30% and 23% respectively
- Both cleared notionals and trade counts were down 21% and 17% respectively
- Both SEF notionals and trade counts were down 21% and 16% respectively
- 81% of total notional was cleared vs. 71%
- 71% of total notional was executed On SEF vs. 63%