Interest Rates Derivatives

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

• Overall interest rate notionals decreased 5%, while trade counts increased 20%
• Cleared notionals decreased 8%, while trade counts were up 21%
• Both SEF notionals and trade counts were up 2% and 27% respectively
• 76% of total notional was cleared vs. 79%
• 56% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

• Overall interest rate notionals were down 16%, while trade counts were up 22%
• Cleared notionals were down 17%, while trade counts were up 28%
• SEF notionals were down 19%, while trade counts were up 27%
• 78% of total notional was cleared vs. 79%
• 54% of total notional was executed On SEF vs. 55%

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 8%
• Both cleared notionals and trade counts were up 5% and 22% respectively
• Both SEF notionals and trade counts were up 19% and 34% respectively
• 78% of total notional was cleared vs. 68%
• 68% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

• Both CDS notionals and trade counts were up 21% and 53% respectively
• Both cleared notionals and trade counts were up 13% and 48% respectively
• Both SEF notionals and trade counts were up 18% and 51% respectively
• 76% of total notional was cleared vs. 80%
• 69% of total notional was executed On SEF vs. 70%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional