Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 3%, while trade counts increased 18%
- Cleared notionals decreased 5%, while trade counts were up 22%
- Both SEF notionals and trade counts were up 5% and 26% respectively
- 77% of total notional was cleared vs. 79%
- 57% of total notional was executed On SEF vs. 52%
![2015-8-21 IRD YTD Ending](https://cdn.analysis.swapsinfo.org/uploads/2015/08/2015-8-21-IRD-YTD-Ending.jpg)
2015 current week vs. 2014 current week
- Overall interest rate notionals were flat and trade counts were up 5%
- Both cleared notionals and trade counts were up 8% and 14% respectively
- Both SEF notionals and trade counts were up 20% and 10% respectively
- 80% of total notional was cleared vs. 75%
- 57% of total notional was executed On SEF vs. 48%
![2015-8-21 IRD Week Ending](https://cdn.analysis.swapsinfo.org/uploads/2015/08/2015-8-21-IRD-Week-Ending.jpg)
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 2%
- Cleared notionals were down 3%, while trade counts were up 12%
- Both SEF notionals and trade counts were up 8% and 20% respectively
- 78% of total notional was cleared vs. 70%
- 68% of total notional was executed On SEF vs. 56%
![2015-8-21 CDS YTD Ending](https://cdn.analysis.swapsinfo.org/uploads/2015/08/2015-8-21-CDS-YTD-Ending.jpg)
2015 current week vs. 2014 current week
- Both CDS notionals and trade counts were up 7% and 26% respectively
- Both cleared notionals and trade counts were up 16% and 28% respectively
- Both SEF notionals and trade counts were up 20% and 30% respectively
- 82% of total notional was cleared vs. 76%
- 67% of total notional was executed On SEF vs. 60%
![2015-8-21 CDS Week Ending](https://cdn.analysis.swapsinfo.org/uploads/2015/08/2015-8-21-CDS-Week-Ending.jpg)
Go to the SwapsInfo CDS Price/Transaction page
Weekly On-SEF Notional
![2015-8-21 OnSEF](https://cdn.analysis.swapsinfo.org/uploads/2015/08/2015-8-21-OnSEF.jpg)