Interest Rates Derivatives

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

  • Overall interest rate notionals were down 15%, while trade counts increased 11%
  • Cleared notionals were down 21%, while trade counts were up 2%
  • SEF notionals were down 11%, while trade counts were up 15%
  • 72% of total notional was cleared vs. 77%
  • 54% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

  • Overall interest rate notionals were down 4%, while trade counts were up 13%
  • Cleared notionals were down 5%, while trade counts were up 7%
  • Both SEF notionals and trade counts were up 15% and 17% respectively
  • 77% of total notional was cleared vs. 78%
  • 62% of total notional was executed On SEF vs. 52%

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 8%, while trade counts were up 3%
  • Both cleared notionals and trade counts were up 19% and 31% respectively
  • Both SEF notionals and trade counts were up 44% and 52% respectively
  • 81% of total notional was cleared vs. 62%
  • 71% of total notional was executed On SEF vs. 45%

2015 current week vs. 2014 current week

  • Both overall CDS notionals and trade counts were up 15%
  • Both cleared notionals and trade counts were up 31% and 25% respectively
  • Both SEF notionals and trade counts increased 61% and 37% respectively
  • 83% of total notional was cleared vs. 72%
  • 73% of total notional was executed On SEF vs. 52%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional