Interest Rates Derivatives

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

• Overall interest rate notionals decreased 3%, while trade counts increased 19%
• Cleared notionals decreased 4%, while trade counts were up 22%
• Both SEF notionals and trade counts were up 6% and 27% respectively
• 77% 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 up 22% and 27% respectively
• Both cleared notionals and trade counts were up 22% and 43% respectively
• Both SEF notionals and trade counts were up 25% and 45% respectively
• 76% of total notional was cleared vs. 77%
• 51% of total notional was executed On SEF vs. 50%

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 5%
• Both cleared notionals and trade counts were up 0.4% and 15% respectively
• Both SEF notionals and trade counts were up 11% and 24% respectively
• 78% of total notional was cleared vs. 70%
• 69% of total notional was executed On SEF vs. 56%

2015 current week vs. 2014 current week

• Both CDS notionals and trade counts were up 127% and 154% respectively
• Both cleared notionals and trade counts were up 158% and 169% respectively
• Both SEF notionals and trade counts were up 182% and 178% respectively
• 84% of total notional was cleared vs. 74%
• 77% of total notional was executed On SEF vs. 62%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional