Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 4%, while trade counts increased 19%
- Cleared notionals decreased 6%, while trade counts were up 22%
- Both SEF notionals and trade counts were up 4% and 27% respectively
- 77% of total notional was cleared vs. 79%
- 57% of total notional was executed On SEF vs. 53%
2015 current week vs. 2014 current week
- Both overall interest rate notionals and trade counts were up 10% and 3% respectively
- Both cleared notionals and trade counts were up 14% and 10% respectively
- Both SEF notionals and trade counts were up 44% and 8% respectively
- 82% of total notional was cleared vs. 79%
- 67% of total notional was executed On SEF vs. 51%
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 10%, while trade counts were up 5%
- Both cleared notionals and trade counts were up 1% and 17% respectively
- Both SEF notionals and trade counts were up 13% and 27% respectively
- 78% of total notional was cleared vs. 69%
- 68% of total notional was executed On SEF vs. 54%
2015 current week vs. 2014 current week
- Both CDS notionals and trade counts were down 46% and 39% respectively
- Cleared notionals and trade counts were down 49% and 41% respectively
- Both SEF notionals and trade counts were down 50% and 41% respectively
- 78% of total notional was cleared vs. 83%
- 69% of total notional was executed On SEF vs. 73%
Go to the SwapsInfo CDS Price/Transaction page