Interest Rates Derivatives

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

• Overall interest rate notionals decreased 3%, while trade counts increased 14%
• Cleared notionals decreased 4%, while trade counts were up 19%
• Both SEF notionals and trade counts were up 6% and 23% respectively
• 78% of total notional was cleared vs. 79%
• 57% 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 down 8% and 1% respectively
• Cleared notionals were down 10%, while trade counts were up 8%
• Both SEF notionals and trade counts were up 2% and 6% respectively
• 78% of total notional was cleared vs. 79%
• 57% 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 11%, while trade counts were up 2%
• Cleared notionals were down 1%, while trade counts were up 12%
• Both SEF notionals and trade counts were up 9% and 19% respectively
• 79% of total notional was cleared vs. 71%
• 69% of total notional was executed On SEF vs. 57%

2015 current week vs. 2014 current week

• Both CDS notionals and trade counts were up 24% and 9% respectively
• Both cleared notionals and trade counts were up 25% and 6% respectively
• Both SEF notionals and trade counts were up 26% and 5% respectively
• 85% of total notional was cleared vs. 84%
• 78% of total notional was executed On SEF vs. 76%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional