Interest Rates Derivatives

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

• Overall interest rate notionals were down 12%, while trade counts increased 13%
• Cleared notionals were down 17%, while trade counts were up 6%
• SEF notionals were down 2%, while trade counts were up 22%
• 73% of total notional was cleared vs. 78%
• 56% of total notional was executed On SEF vs. 50%

2015 current week vs. 2014 current week

• Both overall interest rate notionals and trade counts were up 6% and 33% respectively
• Both cleared notionals and trade counts were up 1% and 35% respectively
• Both SEF notionals and trade counts were up 14% and 37% respectively
• 75% of total notional was cleared vs. 79%
• 54% 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 9%, while trade counts were up 3%
• Both cleared notionals and trade counts were up 12% and 25% respectively
• Both SEF notionals and trade counts were up 32% and 39% respectively
• 80% of total notional was cleared vs. 65%
• 70% of total notional was executed On SEF vs. 49%

2015 current week vs. 2014 current week

• Both overall CDS notionals and trade counts were up 25% and 51% respectively
• Both cleared notionals and trade counts were up 27% and 60% respectively
• Both SEF notionals and trade counts were up 59% and 74% respectively
• 80% of total notional was cleared vs. 79%
• 75% of total notional was executed On SEF vs. 59%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional