Interest Rates Derivatives

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

• Overall interest rate notionals decreased 3%, while trade counts increased 20%
• Cleared notionals decreased 7%, while trade counts were up 21%
• Both SEF notionals and trade counts were up 4% and 29% respectively
• 76% of total notional was cleared vs. 79%
• 56% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

• Overall interest rate notionals were down 31%, while trade counts were up 3%
• Cleared notionals were down 32%, while trade counts were up 9%
• SEF notionals were down 31%, while trade counts were up 11%
• 79% of total notional was cleared vs. 81%
• 52% of total notional was executed On SEF this week, flat with last week

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 13%, while trade counts remained flat
• Both cleared notionals and trade counts were up 3% and 16% respectively
• Both SEF notionals and trade counts were up 19% and 29% respectively
• 79% of total notional was cleared vs. 66%
• 69% of total notional was executed On SEF vs. 50%

2015 current week vs. 2014 current week

• Both CDS notionals and trade counts were up 5% and 38% respectively
• Both cleared notionals and trade counts were up 11% and 44% respectively
• Both SEF notionals and trade counts were up 23% and 51% respectively
• 72% of total notional was cleared vs. 68%
• 65% of total notional was executed On SEF vs. 55%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional