Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 3%, while trade counts increased 20%
- Cleared notionals decreased 7%, while trade counts were up 21%
- Both SEF notionals and trade counts were up 4% and 29% respectively
- 76% of total notional was cleared vs. 79%
- 56% of total notional was executed On SEF vs. 52%
2015 current week vs. 2014 current week
- Overall interest rate notionals were down 31%, while trade counts were up 3%
- Cleared notionals were down 32%, while trade counts were up 9%
- SEF notionals were down 31%, while trade counts were up 11%
- 79% of total notional was cleared vs. 81%
- 52% of total notional was executed On SEF this week, flat with last week
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 13%, while trade counts remained flat
- Both cleared notionals and trade counts were up 3% and 16% respectively
- Both SEF notionals and trade counts were up 19% and 29% respectively
- 79% of total notional was cleared vs. 66%
- 69% of total notional was executed On SEF vs. 50%
2015 current week vs. 2014 current week
- Both CDS notionals and trade counts were up 5% and 38% respectively
- Both cleared notionals and trade counts were up 11% and 44% respectively
- Both SEF notionals and trade counts were up 23% and 51% respectively
- 72% of total notional was cleared vs. 68%
- 65% of total notional was executed On SEF vs. 55%
