Interest Rates Derivatives

2015 year-to-date vs. 2014 year-to-date

  • Overall interest rate notionals decreased 6%, while trade counts remained flat
  • Cleared notionals decreased 6%, while trade counts were up 3%
  • Both SEF notionals and trade counts were up 1%
  • 77% of total notional was cleared, flat with last week
  • 56% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

  • Both interest rate notionals and trade counts increased 30% and 25% respectively
  • Both cleared notionals and trade counts were up 24% and 34% respectively
  • Both SEF notionals and trade counts increased 22% and 25% respectively
  • 78% of total notional was cleared vs. 81%
  • 58% of total notional was executed On SEF vs. 62%

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 12% and 2% respectively
  • Cleared notionals were down 7%, while trade counts were up 2%
  • Both SEF notionals and trade counts increased 2% and 10% respectively
  • 79% of total notional was cleared vs. 75%
  • 71% of total notional was executed On SEF vs. 62%

2015 current week vs. 2014 current week

  • Both overall CDS notionals and trade counts were up 42% and 52% respectively
  • Both cleared notionals and trade counts were up 22% and 42% respectively
  • Both SEF notionals and trade counts were up 39% and 59% respectively
  • 68% of total notional was cleared vs. 78%
  • 68% of total notional was executed On SEF vs. 69%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional