Interest Rates Derivatives

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

• Overall interest rate notionals were down 12%, while trade counts increased 12%
• Cleared notionals were down 17%, while trade counts were up 5%
• SEF notionals were down 7%, while trade counts were up 15%
• 73% of total notional was cleared vs. 78%
• 56% 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 up 27%
• Both cleared notionals and trade counts were up 29% and 23% respectively
• Both SEF notionals and trade counts were up 43% and 18% respectively
• 76% of total notional was cleared vs. 75%
• 60% of total notional was executed On SEF vs. 53%

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 1%
• Both cleared notionals and trade counts were up 11% and 23% respectively
• Both SEF notionals and trade counts were up 31% and 38% respectively
• 80% of total notional was cleared vs. 64%
• 70% of total notional was executed On SEF vs. 48%

2015 current week vs. 2014 current week

• Both overall CDS notionals and trade counts were down 35% and 17% respectively
• Cleared notionals were down 16%, while trade counts were up 6%
• SEF notionals were down 2%, while trade counts increased 11%
• 67% of total notional was cleared vs. 52%
• 60% of total notional was executed On SEF vs. 40%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional