Interest Rates Derivatives

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

• Overall interest rate notionals decreased 4%, while trade counts increased 20%
• Cleared notionals decreased 7%, while trade counts were up 22%
• Both SEF notionals and trade counts were up 3% and 28% respectively
• 77% of total notional was cleared vs. 79%
• 56% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

• Both overall interest rate notionals and trade counts were up 13% and 21% respectively
• Both cleared notionals and trade counts were up 22% and 34% respectively
• Both SEF notionals and trade counts were up 47%
• 82% of total notional was cleared vs. 76%
• 60% of total notional was executed On SEF vs. 46%

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 7%
• Both cleared notionals and trade counts were up 4% and 21% respectively
• Both SEF notionals and trade counts were up 17% and 32% respectively
• 78% of total notional was cleared vs. 68%
• 68% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

• Both CDS notionals and trade counts were down 16% and 10% respectively
• Both cleared notionals and trade counts were down 18% and 12% respectively
• Both SEF notionals and trade counts were down 21% and 13% respectively
• 77% of total notional was cleared vs. 79%
• 66% of total notional was executed On SEF vs. 70%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional